+241.3%
EME vs FGI
-5.3%
+246.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.7% |
| 7D | +1.9% | +0.5% | +1.3% | +1.9% |
| 30D | -8.3% | +65.4% | -73.7% | -8.5% |
| 3M | -10.7% | +23.5% | -34.2% | -10.9% |
| 6M | +1.9% | +60.5% | -58.6% | +1.3% |
| YTD | +23.5% | +30.0% | -6.5% | +22.7% |
| 1Y | +18.0% | +82.1% | -64.1% | +18.0% |
| All | +241.3% | -5.3% | +246.6% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling