+89.1%
EMR vs FND
-60.3%
+149.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.2% |
| 7D | +0.7% | +6.8% | -6.1% | -1.1% |
| 30D | +3.5% | +13.1% | -9.5% | 0.0% |
| 3M | +5.9% | -13.1% | +19.0% | +9.3% |
| 6M | +19.4% | -0.6% | +20.0% | +18.0% |
| YTD | +27.7% | -15.5% | +43.2% | +30.9% |
| 1Y | +30.9% | -13.7% | +44.6% | +33.3% |
| 3Y | +104.2% | -35.0% | +139.2% | +114.8% |
| All | +89.1% | -60.3% | +149.4% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling