+832.8%
EMR vs FTI
+2,165.1%
-1,332.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.5% | +5.3% | -6.8% | -3.3% |
| 30D | -5.6% | +15.3% | -21.0% | -10.3% |
| 3M | +7.9% | +15.8% | -7.8% | +2.0% |
| 6M | +6.0% | +22.6% | -16.6% | -2.3% |
| YTD | +16.4% | +79.5% | -63.1% | -6.0% |
| 1Y | +16.6% | +102.0% | -85.4% | -10.1% |
| 3Y | +62.9% | +315.8% | -253.0% | -4.9% |
| 5Y | +60.1% | +1,129.5% | -1,069.4% | -40.7% |
| 10Y | +268.8% | +320.9% | -52.2% | +68.1% |
| All | +832.8% | +2,165.1% | -1,332.3% | +91.7% |
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