+3,078.0%
FN vs EMB
+92.5%
+2,985.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -7.2% |
| 7D | -7.0% | +0.7% | -7.7% | -7.9% |
| 30D | -24.7% | +2.3% | -27.0% | -26.9% |
| 3M | -35.7% | -2.5% | -33.2% | -33.8% |
| 6M | -52.4% | -1.1% | -51.3% | -51.8% |
| YTD | -25.0% | -0.6% | -24.4% | -23.9% |
| 1Y | -25.7% | +0.6% | -26.3% | -25.6% |
| 3Y | +110.2% | +28.4% | +81.8% | +62.8% |
| 5Y | +192.3% | +7.3% | +185.0% | +173.7% |
| 10Y | +812.3% | +29.8% | +782.5% | +624.4% |
| All | +3,078.0% | +92.5% | +2,985.5% | +1,828.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling