+919.2%
EMR vs FTI
+1,779.9%
-860.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.0% | -0.7% |
| 7D | +2.8% | +4.3% | -1.5% | +1.4% |
| 30D | +3.7% | -4.7% | +8.3% | +5.0% |
| 3M | +2.0% | -13.5% | +15.6% | +6.7% |
| 6M | +22.1% | -8.7% | +30.8% | +24.5% |
| YTD | +27.2% | +49.0% | -21.8% | +9.0% |
| 1Y | +32.0% | +54.0% | -22.0% | +11.7% |
| 3Y | +103.3% | +211.6% | -108.4% | +30.9% |
| 5Y | +88.2% | +881.9% | -793.7% | -24.4% |
| 10Y | +280.4% | +188.1% | +92.4% | +97.8% |
| All | +919.2% | +1,779.9% | -860.6% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling