-25.7%
FN vs EMB
+0.7%
-26.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -8.7% |
| 7D | -7.0% | +0.7% | -7.7% | -9.0% |
| 30D | -24.7% | +2.3% | -27.0% | -30.3% |
| 3M | -35.7% | -2.5% | -33.2% | -29.2% |
| 6M | -52.4% | -1.1% | -51.3% | -50.5% |
| YTD | -25.0% | -0.6% | -24.4% | -21.5% |
| 1Y | -25.7% | +0.6% | -26.3% | -27.9% |
| All | -25.7% | +0.7% | -26.3% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling