+84.0%
EMR vs FGI
-70.4%
+154.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | +7.9% | +23.5% | -15.6% | +7.2% |
| 6M | +6.0% | +60.5% | -54.5% | +4.8% |
| YTD | +16.4% | +30.0% | -13.6% | +15.2% |
| 1Y | +16.6% | +82.1% | -65.4% | +15.7% |
| 3Y | +62.9% | -4.4% | +67.2% | +62.9% |
| All | +84.0% | -70.4% | +154.4% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling