+1,185.9%
EMR vs FE
+556.6%
+629.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.4% |
| 7D | -1.6% | -1.0% | -0.5% | -1.2% |
| 30D | +2.0% | +4.1% | -2.2% | +0.4% |
| 3M | +3.8% | -1.0% | +4.8% | +4.0% |
| 6M | +10.5% | +4.0% | +6.5% | +8.4% |
| YTD | +23.7% | +6.8% | +16.9% | +19.8% |
| 1Y | +25.4% | +5.3% | +20.1% | +22.0% |
| 3Y | +86.6% | +44.6% | +42.0% | +57.7% |
| 5Y | +83.0% | +44.2% | +38.8% | +53.3% |
| 10Y | +319.5% | +107.3% | +212.2% | +188.8% |
| All | +1,185.9% | +556.6% | +629.2% | +477.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling