+486.1%
EMR vs FN
+3,020.0%
-2,533.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.0% | +8.4% | +3.6% |
| 7D | +1.6% | -7.0% | +8.6% | +2.7% |
| 30D | +5.0% | -24.7% | +29.7% | +10.0% |
| 3M | +7.7% | -35.7% | +43.3% | +15.3% |
| 6M | +26.8% | -52.4% | +79.2% | +41.7% |
| YTD | +29.9% | -25.0% | +54.8% | +29.8% |
| 1Y | +25.7% | -25.7% | +51.3% | +25.1% |
| 3Y | +95.4% | +110.2% | -14.8% | +48.6% |
| 5Y | +93.7% | +192.3% | -98.7% | +33.3% |
| 10Y | +340.4% | +812.3% | -471.9% | +137.1% |
| All | +486.1% | +3,020.0% | -2,533.9% | +168.4% |
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