+213.9%
EME vs FGI
-16.0%
+229.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -25.2% | +24.7% | -0.4% |
| 7D | +8.4% | -14.4% | +22.8% | +8.4% |
| 30D | -11.5% | -11.8% | +0.3% | -11.5% |
| 3M | -20.6% | -46.2% | +25.6% | -20.6% |
| 6M | -28.5% | +5.2% | -33.7% | -28.6% |
| YTD | +8.0% | +10.5% | -2.5% | +7.3% |
| 1Y | +6.8% | +25.5% | -18.7% | +6.2% |
| 3Y | +213.9% | -16.0% | +229.9% | +219.9% |
| All | +213.9% | -16.0% | +229.9% | +219.9% |
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