+301.5%
EMR vs FN
+837.6%
-536.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.9% | -7.4% | +1.8% |
| 7D | +2.1% | +16.3% | -14.1% | -1.9% |
| 30D | +4.8% | -24.7% | +29.5% | +10.2% |
| 3M | +7.5% | -34.9% | +42.4% | +15.6% |
| 6M | +20.9% | -41.1% | +62.0% | +30.3% |
| YTD | +29.2% | -19.6% | +48.8% | +25.9% |
| 1Y | +33.0% | -18.5% | +51.5% | +28.4% |
| 3Y | +109.8% | +119.1% | -9.4% | +45.7% |
| 5Y | +91.9% | +206.9% | -115.0% | +15.5% |
| 10Y | +301.5% | +826.4% | -524.9% | +81.4% |
| All | +301.5% | +837.6% | -536.1% | +81.4% |
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