+578.0%
FE vs EME
+13,447.7%
-12,869.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.8% |
| 7D | 0.0% | -10.5% | +10.4% | +1.7% |
| 30D | +5.2% | -22.4% | +27.6% | +9.5% |
| 3M | 0.0% | -24.7% | +24.7% | +4.4% |
| 6M | +5.0% | -35.5% | +40.5% | +11.9% |
| YTD | +7.9% | -0.3% | +8.2% | +5.8% |
| 1Y | +6.3% | -6.7% | +13.1% | +5.4% |
| 3Y | +46.0% | +190.6% | -144.6% | +12.4% |
| 5Y | +45.6% | +367.3% | -321.6% | +0.9% |
| 10Y | +109.3% | +954.5% | -845.1% | +19.0% |
| All | +578.0% | +13,447.7% | -12,869.7% | +181.7% |
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