+62.9%
EMR vs FTI
+1,110.9%
-1,048.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | -3.5% | +12.3% | -15.9% | -6.6% |
| 3M | +9.8% | +13.8% | -4.0% | +5.5% |
| 6M | +10.8% | +24.3% | -13.5% | +3.4% |
| YTD | +15.9% | +75.8% | -59.8% | -1.8% |
| 1Y | +16.4% | +99.6% | -83.2% | -5.1% |
| 3Y | +62.1% | +278.4% | -216.3% | +9.9% |
| 5Y | +62.9% | +1,168.7% | -1,105.8% | -21.2% |
| All | +62.9% | +1,110.9% | -1,048.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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