+459.2%
EMR vs FN
+2,575.5%
-2,116.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.2% | +9.7% | -1.8% |
| 7D | -4.8% | -16.0% | +11.2% | -1.9% |
| 30D | +0.7% | -40.1% | +40.9% | +10.3% |
| 3M | +0.4% | -43.9% | +44.3% | +10.3% |
| 6M | +18.4% | -55.6% | +74.0% | +34.1% |
| YTD | +23.9% | -35.7% | +59.6% | +27.4% |
| 1Y | +24.7% | -39.8% | +64.5% | +29.4% |
| 3Y | +86.4% | +80.3% | +6.1% | +45.8% |
| 5Y | +83.3% | +143.3% | -60.0% | +30.7% |
| 10Y | +320.2% | +682.3% | -362.1% | +132.8% |
| All | +459.2% | +2,575.5% | -2,116.4% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling