+88.2%
EMR vs FE
+46.0%
+42.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | -0.3% | +2.9% | +2.7% |
| 30D | +2.1% | +3.9% | -1.8% | +1.2% |
| 3M | +2.3% | -0.1% | +2.3% | +2.2% |
| 6M | +22.5% | +6.1% | +16.4% | +20.5% |
| YTD | +27.2% | +8.1% | +19.1% | +24.2% |
| 1Y | +28.0% | +4.4% | +23.6% | +26.1% |
| 3Y | +103.4% | +49.0% | +54.4% | +74.2% |
| 5Y | +88.2% | +46.1% | +42.0% | +53.9% |
| All | +88.2% | +46.0% | +42.1% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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