+1,344.7%
EME vs FLR
+19.7%
+1,324.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | +3.5% | -3.5% | +7.0% | +4.6% |
| 30D | -6.3% | +4.2% | -10.5% | -7.4% |
| 3M | -3.8% | +8.1% | -11.8% | -6.2% |
| 6M | +8.5% | +21.5% | -13.0% | +1.8% |
| YTD | +27.8% | +36.8% | -9.0% | +15.9% |
| 1Y | +22.2% | +31.2% | -9.0% | +12.0% |
| 3Y | +253.5% | +53.9% | +199.6% | +202.7% |
| 5Y | +578.6% | +243.0% | +335.6% | +362.1% |
| All | +1,344.7% | +19.7% | +1,324.9% | +987.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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