+550.5%
EME vs FLR
+230.6%
+320.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | +0.9% | -6.9% | +7.8% | +3.6% |
| 30D | -8.4% | +1.1% | -9.5% | -8.8% |
| 3M | -3.6% | +14.3% | -17.9% | -8.8% |
| 6M | +3.6% | +19.1% | -15.6% | -4.3% |
| YTD | +22.5% | +35.1% | -12.6% | +7.9% |
| 1Y | +18.2% | +29.5% | -11.3% | +5.6% |
| 3Y | +238.4% | +53.0% | +185.4% | +174.1% |
| 5Y | +550.5% | +238.9% | +311.6% | +276.7% |
| All | +550.5% | +230.6% | +320.0% | +276.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling