+32.0%
EMR vs FND
-24.7%
+56.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.7% |
| 7D | +2.8% | -6.8% | +9.7% | +5.0% |
| 30D | +3.7% | +8.0% | -4.3% | +1.1% |
| 3M | +2.0% | -18.9% | +21.0% | +8.4% |
| 6M | +22.1% | +4.7% | +17.4% | +17.8% |
| YTD | +27.2% | -21.6% | +48.8% | +34.7% |
| 1Y | +32.0% | -22.0% | +54.0% | +39.9% |
| All | +32.0% | -24.7% | +56.7% | +39.9% |
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