+1,099.9%
EME vs FND
+56.5%
+1,043.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | +3.5% | -5.8% | +9.3% | +5.0% |
| 30D | -6.3% | -20.2% | +13.9% | -1.2% |
| 3M | -3.8% | -12.0% | +8.2% | -1.8% |
| 6M | +8.5% | -18.5% | +27.0% | +12.0% |
| YTD | +27.8% | -22.3% | +50.1% | +32.6% |
| 1Y | +22.2% | -47.6% | +69.9% | +39.9% |
| 3Y | +253.5% | -49.8% | +303.2% | +292.9% |
| 5Y | +578.6% | -63.0% | +641.6% | +677.6% |
| All | +1,099.9% | +56.5% | +1,043.4% | +832.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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