+109.8%
EMR vs FN
+112.9%
-3.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.9% | -7.4% | +2.4% |
| 7D | +2.1% | +16.3% | -14.1% | -1.0% |
| 30D | +4.8% | -24.7% | +29.5% | +9.0% |
| 3M | +7.5% | -34.9% | +42.4% | +13.8% |
| 6M | +20.9% | -41.1% | +62.0% | +28.3% |
| YTD | +29.2% | -19.6% | +48.8% | +26.3% |
| 1Y | +33.0% | -18.5% | +51.5% | +29.1% |
| 3Y | +109.8% | +119.1% | -9.4% | +43.1% |
| All | +109.8% | +112.9% | -3.1% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling