+576.2%
FE vs EME
+16,683.1%
-16,106.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | +1.9% | +1.9% | 0.0% | +1.6% |
| 30D | -1.2% | -8.3% | +7.1% | +0.2% |
| 3M | +3.5% | -10.7% | +14.2% | +4.7% |
| 6M | -6.1% | +1.9% | -8.0% | -7.5% |
| YTD | +7.6% | +23.5% | -15.9% | +2.2% |
| 1Y | +11.9% | +18.0% | -6.1% | +6.3% |
| 3Y | +48.4% | +236.1% | -187.7% | +12.0% |
| 5Y | +44.8% | +527.9% | -483.1% | -4.5% |
| 10Y | +115.9% | +1,252.8% | -1,136.9% | +17.9% |
| All | +576.2% | +16,683.1% | -16,106.9% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling