+143.3%
FN vs EMB
+6.4%
+136.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.5% | -13.7% | -13.5% |
| 7D | -16.0% | -0.3% | -15.7% | -15.6% |
| 30D | -40.1% | +1.1% | -41.2% | -41.2% |
| 3M | -43.9% | -2.9% | -41.0% | -41.4% |
| 6M | -55.6% | -2.1% | -53.6% | -54.1% |
| YTD | -35.7% | -1.1% | -34.5% | -34.0% |
| 1Y | -39.8% | +0.3% | -40.2% | -39.4% |
| 3Y | +80.3% | +27.7% | +52.5% | +37.4% |
| 5Y | +143.3% | +6.0% | +137.3% | +125.3% |
| All | +143.3% | +6.4% | +136.9% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling