+550.5%
EME vs FND
-62.8%
+613.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +0.9% | -5.1% | +6.0% | +2.1% |
| 30D | -8.4% | -22.5% | +14.1% | -3.3% |
| 3M | -3.6% | -5.0% | +1.4% | -3.6% |
| 6M | +3.6% | -21.5% | +25.1% | +7.6% |
| YTD | +22.5% | -23.0% | +45.5% | +27.0% |
| 1Y | +18.2% | -44.9% | +63.1% | +32.4% |
| 3Y | +238.4% | -50.0% | +288.4% | +273.2% |
| 5Y | +550.5% | -63.3% | +613.9% | +624.7% |
| All | +550.5% | -62.8% | +613.3% | +624.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling