+214.0%
EMR vs FND
+56.5%
+157.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -0.4% | -5.8% | +5.3% | +1.1% |
| 30D | -6.8% | -20.2% | +13.4% | -1.2% |
| 3M | +7.5% | -12.0% | +19.4% | +10.4% |
| 6M | +9.9% | -18.5% | +28.4% | +14.5% |
| YTD | +16.0% | -22.3% | +38.2% | +22.0% |
| 1Y | +12.4% | -47.6% | +60.1% | +30.4% |
| 3Y | +60.2% | -49.8% | +110.0% | +81.0% |
| 5Y | +67.9% | -63.0% | +130.8% | +95.1% |
| All | +214.0% | +56.5% | +157.5% | +147.7% |
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