+271.2%
EMR vs FN
+900.0%
-628.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.0% |
| 7D | -1.5% | -1.7% | +0.2% | -1.1% |
| 30D | -5.6% | -22.0% | +16.4% | -1.1% |
| 3M | +7.9% | -43.0% | +50.9% | +20.0% |
| 6M | +6.0% | -27.7% | +33.8% | +9.5% |
| YTD | +16.4% | -10.5% | +27.0% | +12.6% |
| 1Y | +16.6% | +12.5% | +4.1% | +5.4% |
| 3Y | +62.9% | +153.8% | -90.9% | +10.7% |
| 5Y | +60.1% | +288.0% | -227.9% | -8.1% |
| All | +271.2% | +900.0% | -628.8% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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