+427.9%
EME vs FGI
-70.6%
+498.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | -10.5% | -7.0% | -3.5% | -10.4% |
| 30D | -22.4% | -4.2% | -18.2% | -22.4% |
| 3M | -24.7% | +55.6% | -80.3% | -25.3% |
| 6M | -35.5% | -3.2% | -32.3% | -35.7% |
| YTD | -0.3% | +29.1% | -29.5% | -1.8% |
| 1Y | -6.7% | +51.0% | -57.7% | -8.2% |
| 3Y | +190.6% | +1.5% | +189.1% | +186.8% |
| All | +427.9% | -70.6% | +498.4% | +432.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling