+46.0%
FE vs EME
+191.8%
-145.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.4% |
| 7D | 0.0% | -10.5% | +10.4% | -0.3% |
| 30D | +5.2% | -22.4% | +27.6% | +4.5% |
| 3M | 0.0% | -24.7% | +24.7% | -0.8% |
| 6M | +5.0% | -35.5% | +40.5% | +4.0% |
| YTD | +7.9% | -0.3% | +8.2% | +8.0% |
| 1Y | +6.3% | -6.7% | +13.1% | +6.2% |
| 3Y | +46.0% | +190.6% | -144.6% | +38.9% |
| All | +46.0% | +191.8% | -145.8% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling