+301.5%
EMR vs FDS
+135.1%
+166.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +2.1% | -5.0% | +7.1% | +3.9% |
| 30D | +4.8% | +13.8% | -9.0% | -0.2% |
| 3M | +7.5% | +14.8% | -7.4% | +1.3% |
| 6M | +20.9% | +47.4% | -26.5% | +1.2% |
| YTD | +29.2% | +14.2% | +15.0% | +18.6% |
| 1Y | +33.0% | +26.6% | +6.3% | +15.6% |
| 3Y | +109.8% | -24.4% | +134.2% | +129.9% |
| 5Y | +91.9% | -22.6% | +114.6% | +103.7% |
| 10Y | +301.5% | +130.0% | +171.5% | +153.4% |
| All | +301.5% | +135.1% | +166.4% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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