+794.1%
FN vs EMB
+31.5%
+762.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.0% |
| 7D | -4.1% | +0.5% | -4.6% | -4.6% |
| 30D | -28.3% | +0.9% | -29.2% | -29.2% |
| 3M | -33.9% | -2.1% | -31.8% | -32.0% |
| 6M | -43.9% | -2.2% | -41.7% | -42.1% |
| YTD | -23.4% | -0.6% | -22.8% | -22.1% |
| 1Y | -25.4% | +0.2% | -25.6% | -24.8% |
| 3Y | +107.9% | +29.5% | +78.4% | +57.1% |
| 5Y | +195.1% | +8.0% | +187.1% | +174.6% |
| 10Y | +794.1% | +35.3% | +758.8% | +644.9% |
| All | +794.1% | +31.5% | +762.6% | +644.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling