+47.0%
FE vs EMB
+132.1%
-85.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.2% | -0.3% | -0.9% | -1.0% |
| 3M | +3.5% | -0.4% | +3.9% | +3.7% |
| 6M | -6.1% | +0.1% | -6.2% | -6.2% |
| YTD | +7.6% | +1.6% | +6.0% | +6.5% |
| 1Y | +11.9% | +5.6% | +6.3% | +8.3% |
| 3Y | +48.4% | +29.8% | +18.6% | +27.4% |
| 5Y | +44.8% | +7.3% | +37.5% | +37.7% |
| 10Y | +115.9% | +30.4% | +85.5% | +86.6% |
| All | +47.0% | +132.1% | -85.1% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling