+244.5%
EMR vs FND
+57.9%
+186.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.6% |
| 7D | +2.8% | -6.8% | +9.7% | +4.7% |
| 30D | +3.7% | +8.0% | -4.3% | +1.3% |
| 3M | +2.0% | -18.9% | +21.0% | +7.2% |
| 6M | +22.1% | +4.7% | +17.4% | +19.0% |
| YTD | +27.2% | -21.6% | +48.8% | +32.9% |
| 1Y | +32.0% | -22.0% | +54.0% | +38.0% |
| 3Y | +103.3% | -40.4% | +143.7% | +119.4% |
| 5Y | +88.2% | -63.8% | +152.0% | +119.7% |
| All | +244.5% | +57.9% | +186.7% | +170.0% |
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 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