+244.4%
EMR vs FND
+61.4%
+183.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.1% |
| 7D | +2.7% | -5.1% | +7.8% | +4.1% |
| 30D | +2.1% | +9.2% | -7.1% | -0.5% |
| 3M | +2.3% | -17.7% | +19.9% | +7.0% |
| 6M | +22.5% | +2.5% | +20.0% | +20.0% |
| YTD | +27.2% | -19.8% | +47.0% | +32.1% |
| 1Y | +28.0% | -22.7% | +50.7% | +34.1% |
| 3Y | +103.4% | -38.3% | +141.7% | +117.6% |
| 5Y | +88.2% | -63.0% | +151.1% | +118.3% |
| All | +244.4% | +61.4% | +183.0% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling