+16.6%
EMR vs FND
-36.4%
+53.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -1.5% | -5.2% | +3.7% | 0.0% |
| 30D | -5.6% | -19.9% | +14.3% | +0.3% |
| 3M | +7.9% | +2.7% | +5.2% | +6.1% |
| 6M | +6.0% | -21.7% | +27.7% | +12.0% |
| YTD | +16.4% | -17.5% | +34.0% | +21.6% |
| 1Y | +16.6% | -39.3% | +55.9% | +26.0% |
| All | +16.6% | -36.4% | +53.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling