+311.3%
EMR vs FN
+753.0%
-441.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.7% | -11.8% | -2.7% |
| 7D | -1.6% | 0.0% | -1.5% | -2.2% |
| 30D | +2.0% | -34.3% | +36.3% | +10.6% |
| 3M | +3.8% | -39.9% | +43.7% | +13.6% |
| 6M | +10.5% | -51.8% | +62.3% | +24.8% |
| YTD | +23.7% | -28.1% | +51.9% | +23.7% |
| 1Y | +25.4% | -29.1% | +54.5% | +25.1% |
| 3Y | +86.6% | +102.4% | -15.9% | +31.5% |
| 5Y | +83.0% | +171.7% | -88.6% | +13.3% |
| All | +311.3% | +753.0% | -441.7% | +91.1% |
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