+102.2%
FE vs EMB
+28.3%
+73.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | +4.1% | +1.3% | +2.8% | +3.1% |
| 3M | -1.0% | -2.7% | +1.7% | +1.2% |
| 6M | +4.0% | -2.8% | +6.8% | +6.4% |
| YTD | +6.8% | -1.1% | +7.9% | +7.6% |
| 1Y | +5.3% | 0.0% | +5.3% | +5.1% |
| 3Y | +44.6% | +28.8% | +15.8% | +16.9% |
| 5Y | +44.2% | +6.0% | +38.2% | +38.5% |
| All | +102.2% | +28.3% | +73.9% | +68.3% |
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