+877.5%
EME vs FHN
+81.8%
+795.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +8.4% | +2.1% | +6.2% | +7.5% |
| 30D | -11.5% | +3.8% | -15.3% | -12.8% |
| 3M | -20.6% | -8.9% | -11.7% | -17.9% |
| 6M | -28.5% | +1.8% | -30.3% | -29.3% |
| YTD | +8.0% | +0.6% | +7.4% | +7.2% |
| 1Y | +6.8% | +12.9% | -6.2% | +1.2% |
| 3Y | +213.9% | +126.4% | +87.5% | +124.6% |
| 5Y | +414.8% | +62.3% | +352.5% | +279.1% |
| All | +877.5% | +81.8% | +795.6% | +554.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling