+173.5%
FN vs EMB
+6.6%
+166.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -35.7% |
| 3M | -39.9% | -2.2% | -37.6% | -37.8% |
| 6M | -51.8% | -2.3% | -49.5% | -50.0% |
| YTD | -28.1% | -0.6% | -27.5% | -26.8% |
| 1Y | -29.1% | +0.5% | -29.6% | -28.7% |
| 3Y | +102.4% | +29.4% | +73.0% | +51.8% |
| All | +173.5% | +6.6% | +166.9% | +151.7% |
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 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