+12.5%
FN vs EME
+19.7%
-7.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.6% |
| 7D | -1.7% | +1.9% | -3.6% | -3.3% |
| 30D | -22.0% | -8.3% | -13.7% | -15.0% |
| 3M | -43.0% | -10.7% | -32.3% | -35.3% |
| 6M | -27.7% | +1.9% | -29.6% | -26.7% |
| YTD | -10.5% | +23.5% | -34.0% | -19.3% |
| 1Y | +12.5% | +18.0% | -5.5% | -3.2% |
| All | +12.5% | +19.7% | -7.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling