+280.3%
EMR vs FN
+763.2%
-483.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.8% |
| 7D | +2.7% | +20.8% | -18.1% | -1.8% |
| 30D | +2.1% | -17.3% | +19.4% | +5.2% |
| 3M | +2.3% | -38.1% | +40.4% | +11.3% |
| 6M | +22.5% | -44.2% | +66.7% | +33.7% |
| YTD | +27.2% | -22.3% | +49.5% | +24.8% |
| 1Y | +28.0% | -20.9% | +48.9% | +24.4% |
| 3Y | +103.4% | +111.1% | -7.6% | +42.2% |
| 5Y | +88.2% | +191.8% | -103.7% | +14.3% |
| All | +280.3% | +763.2% | -483.0% | +69.9% |
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