+62.7%
EMR vs FDS
-17.4%
+80.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.3% | +2.4% |
| 7D | -1.5% | -1.9% | +0.4% | -1.2% |
| 30D | -5.6% | +9.0% | -14.6% | -7.4% |
| 3M | +7.9% | +18.9% | -10.9% | +3.6% |
| 6M | +6.0% | +35.1% | -29.1% | -2.6% |
| YTD | +16.4% | +5.5% | +10.9% | +15.6% |
| 1Y | +16.6% | -16.8% | +33.4% | +26.4% |
| 3Y | +62.9% | -28.1% | +90.9% | +85.9% |
| All | +62.7% | -17.4% | +80.1% | +77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling