+213.9%
EME vs FHN
+131.2%
+82.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.9% |
| 3M | -20.6% | -8.9% | -11.7% | -17.7% |
| 6M | -28.5% | +1.8% | -30.3% | -29.4% |
| YTD | +8.0% | +0.6% | +7.4% | +6.9% |
| 1Y | +6.8% | +12.9% | -6.2% | +0.6% |
| 3Y | +213.9% | +126.4% | +87.5% | +144.6% |
| All | +213.9% | +131.2% | +82.7% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling