+28.0%
EMR vs FND
-23.4%
+51.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.2% |
| 7D | +2.7% | -5.1% | +7.8% | +4.3% |
| 30D | +2.1% | +9.2% | -7.1% | -0.8% |
| 3M | +2.3% | -17.7% | +19.9% | +8.2% |
| 6M | +22.5% | +2.5% | +20.0% | +19.2% |
| YTD | +27.2% | -19.8% | +47.0% | +33.5% |
| 1Y | +28.0% | -22.7% | +50.7% | +35.8% |
| All | +28.0% | -23.4% | +51.4% | +35.8% |
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