+16.6%
EMR vs FGI
+81.8%
-65.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.7% |
| 7D | -1.5% | +0.5% | -2.1% | -1.5% |
| 30D | -5.6% | +65.4% | -71.0% | -5.7% |
| 3M | +7.9% | +23.5% | -15.6% | +7.8% |
| 6M | +6.0% | +60.5% | -54.5% | +6.5% |
| YTD | +16.4% | +30.0% | -13.6% | +16.7% |
| 1Y | +16.6% | +82.1% | -65.4% | +21.5% |
| All | +16.6% | +81.8% | -65.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling