+109.8%
EMR vs FDS
-24.3%
+134.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +2.1% | -5.0% | +7.1% | +2.5% |
| 30D | +4.8% | +13.8% | -9.0% | +3.5% |
| 3M | +7.5% | +14.8% | -7.4% | +6.1% |
| 6M | +20.9% | +47.4% | -26.5% | +15.3% |
| YTD | +29.2% | +14.2% | +15.0% | +30.7% |
| 1Y | +33.0% | +26.6% | +6.3% | +29.9% |
| 3Y | +109.8% | -24.4% | +134.2% | +148.8% |
| All | +109.8% | -24.3% | +134.1% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling