+62.1%
EMR vs FND
-49.6%
+111.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.9% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | -3.5% | -23.6% | +20.0% | +3.8% |
| 3M | +9.8% | +4.3% | +5.4% | +7.5% |
| 6M | +10.8% | -20.3% | +31.1% | +16.4% |
| YTD | +15.9% | -21.3% | +37.2% | +21.9% |
| 1Y | +16.4% | -45.4% | +61.8% | +34.3% |
| 3Y | +62.1% | -48.9% | +111.0% | +82.2% |
| All | +62.1% | -49.6% | +111.7% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling