+1,110.4%
EMR vs FE
+561.4%
+548.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -1.5% | +1.9% | -3.5% | -2.2% |
| 30D | -5.6% | -1.2% | -4.5% | -5.2% |
| 3M | +7.9% | +3.5% | +4.4% | +6.3% |
| 6M | +6.0% | -6.1% | +12.1% | +8.1% |
| YTD | +16.4% | +7.6% | +8.8% | +12.5% |
| 1Y | +16.6% | +11.9% | +4.7% | +10.9% |
| 3Y | +62.9% | +48.4% | +14.4% | +36.3% |
| 5Y | +60.1% | +44.8% | +15.3% | +34.1% |
| 10Y | +268.8% | +115.9% | +152.9% | +149.6% |
| All | +1,110.4% | +561.4% | +548.9% | +442.4% |
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