+22.2%
EME vs FLR
+31.4%
-9.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.8% |
| 7D | +3.5% | -3.5% | +7.0% | +5.2% |
| 30D | -6.3% | +4.2% | -10.5% | -8.1% |
| 3M | -3.8% | +8.1% | -11.8% | -8.2% |
| 6M | +8.5% | +21.5% | -13.0% | -3.9% |
| YTD | +27.8% | +36.8% | -9.0% | +5.0% |
| 1Y | +22.2% | +31.2% | -9.0% | +4.8% |
| All | +22.2% | +31.4% | -9.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling