+22.2%
EME vs FND
-45.3%
+67.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.2% |
| 7D | +3.5% | -5.8% | +9.3% | +4.3% |
| 30D | -6.3% | -20.2% | +13.9% | -3.4% |
| 3M | -3.8% | -12.0% | +8.2% | -2.8% |
| 6M | +8.5% | -18.5% | +27.0% | +10.7% |
| YTD | +27.8% | -22.3% | +50.1% | +28.3% |
| 1Y | +22.2% | -47.6% | +69.9% | +37.1% |
| All | +22.2% | -45.3% | +67.5% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling