+1,391.4%
EMR vs FDS
+9,502.8%
-8,111.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.3% | +2.8% |
| 7D | -1.5% | -1.9% | +0.4% | -1.0% |
| 30D | -5.6% | +9.0% | -14.6% | -8.3% |
| 3M | +7.9% | +18.9% | -10.9% | +1.0% |
| 6M | +6.0% | +35.1% | -29.1% | -6.1% |
| YTD | +16.4% | +5.5% | +10.9% | +10.7% |
| 1Y | +16.6% | -16.8% | +33.4% | +18.5% |
| 3Y | +62.9% | -28.1% | +90.9% | +72.3% |
| 5Y | +60.1% | -17.4% | +77.5% | +60.6% |
| 10Y | +268.7% | +85.4% | +183.3% | +185.8% |
| All | +1,391.4% | +9,502.8% | -8,111.4% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling