+104.2%
FE vs EMB
+28.9%
+75.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +5.2% | +1.3% | +3.9% | +4.1% |
| 3M | 0.0% | -2.2% | +2.2% | +1.8% |
| 6M | +5.0% | -2.3% | +7.4% | +7.0% |
| YTD | +7.9% | -0.6% | +8.5% | +8.3% |
| 1Y | +6.3% | +0.5% | +5.9% | +5.8% |
| 3Y | +46.0% | +29.4% | +16.6% | +17.6% |
| 5Y | +45.6% | +6.5% | +39.2% | +39.3% |
| All | +104.2% | +28.9% | +75.3% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling