+123.4%
FE vs EME
+905.2%
-781.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.2% | +8.4% | -7.1% | +0.2% |
| 30D | +4.5% | -11.5% | +16.0% | +5.9% |
| 3M | +1.3% | -20.6% | +22.0% | +3.9% |
| 6M | +8.7% | -28.5% | +37.1% | +12.5% |
| YTD | +9.2% | +8.0% | +1.2% | +6.1% |
| 1Y | +7.0% | +6.8% | +0.2% | +4.0% |
| 3Y | +51.4% | +213.9% | -162.5% | +14.5% |
| 5Y | +47.7% | +414.8% | -367.1% | -1.7% |
| All | +123.4% | +905.2% | -781.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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