+215.3%
EMR vs FND
+66.0%
+149.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | -1.5% | -5.2% | +3.7% | -0.1% |
| 30D | -5.6% | -19.9% | +14.3% | -0.1% |
| 3M | +7.9% | +2.7% | +5.2% | +6.3% |
| 6M | +6.0% | -21.7% | +27.7% | +11.6% |
| YTD | +16.4% | -17.5% | +34.0% | +20.6% |
| 1Y | +16.6% | -39.3% | +55.9% | +30.0% |
| 3Y | +62.9% | -49.8% | +112.6% | +83.9% |
| 5Y | +60.1% | -60.1% | +120.2% | +82.4% |
| All | +215.3% | +66.0% | +149.3% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling