+121.0%
FE vs EMB
+36.8%
+84.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.6% |
| 7D | -0.3% | -0.7% | +0.4% | +0.2% |
| 30D | +3.9% | +0.5% | +3.4% | +3.4% |
| 3M | -0.1% | -2.5% | +2.4% | +1.9% |
| 6M | +6.1% | -2.0% | +8.1% | +7.8% |
| YTD | +8.1% | -0.9% | +8.9% | +8.7% |
| 1Y | +4.4% | -0.3% | +4.7% | +4.5% |
| 3Y | +49.0% | +29.2% | +19.8% | +20.6% |
| 5Y | +46.1% | +7.4% | +38.7% | +38.7% |
| All | +121.0% | +36.8% | +84.3% | +77.1% |
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