+101.0%
EMR vs FGI
-66.3%
+167.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.1% |
| 7D | +2.7% | +13.5% | -10.9% | +2.6% |
| 30D | +2.1% | +17.1% | -15.0% | +2.0% |
| 3M | +2.3% | +78.0% | -75.8% | +1.3% |
| 6M | +22.5% | +46.4% | -23.9% | +21.4% |
| YTD | +27.2% | +47.7% | -20.5% | +25.7% |
| 1Y | +28.0% | +56.8% | -28.8% | +26.5% |
| 3Y | +103.4% | +12.3% | +91.2% | +103.0% |
| All | +101.0% | -66.3% | +167.3% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling