+280.4%
EMR vs FN
+700.1%
-419.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +1.6% |
| 7D | +2.8% | +0.3% | +2.6% | +2.5% |
| 30D | +3.7% | -16.5% | +20.2% | +6.6% |
| 3M | +2.0% | -42.1% | +44.1% | +12.6% |
| 6M | +22.1% | -52.9% | +75.0% | +38.6% |
| YTD | +27.2% | -28.0% | +55.2% | +26.8% |
| 1Y | +32.0% | -18.5% | +50.5% | +27.0% |
| 3Y | +103.3% | +93.9% | +9.4% | +44.7% |
| 5Y | +88.2% | +170.5% | -82.3% | +16.2% |
| All | +280.4% | +700.1% | -419.8% | +72.7% |
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