+743.6%
FN vs EMB
+28.3%
+715.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.7% | +11.7% |
| 7D | 0.0% | -0.1% | 0.0% | +0.1% |
| 30D | -34.3% | +1.3% | -35.6% | -35.5% |
| 3M | -39.9% | -2.7% | -37.1% | -37.7% |
| 6M | -51.8% | -2.8% | -49.0% | -49.9% |
| YTD | -28.1% | -1.1% | -27.0% | -26.5% |
| 1Y | -29.1% | 0.0% | -29.1% | -28.4% |
| 3Y | +102.4% | +28.8% | +73.7% | +54.3% |
| 5Y | +171.7% | +6.0% | +165.7% | +158.0% |
| All | +743.6% | +28.3% | +715.3% | +611.7% |
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