+1,535.1%
EMR vs FDS
+10,266.7%
-8,731.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | +3.5% | +13.5% | -10.0% | -0.6% |
| 3M | +5.9% | +15.2% | -9.2% | +0.5% |
| 6M | +19.4% | +47.0% | -27.6% | +3.2% |
| YTD | +27.7% | +13.9% | +13.8% | +17.7% |
| 1Y | +30.9% | +25.2% | +5.7% | +16.7% |
| 3Y | +104.2% | -25.3% | +129.5% | +112.3% |
| 5Y | +89.6% | -23.3% | +112.9% | +93.7% |
| 10Y | +280.0% | +126.0% | +154.0% | +176.1% |
| All | +1,535.1% | +10,266.7% | -8,731.6% | +467.6% |
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