+755.5%
FN vs EME
+910.4%
-154.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | +20.8% | +11.3% | +9.4% | +12.8% |
| 30D | -17.3% | -14.6% | -2.7% | -6.8% |
| 3M | -38.1% | -20.4% | -17.7% | -26.3% |
| 6M | -44.2% | -28.3% | -16.0% | -29.0% |
| YTD | -22.3% | +8.6% | -30.8% | -22.6% |
| 1Y | -20.9% | +3.2% | -24.2% | -18.3% |
| 3Y | +111.1% | +216.8% | -105.7% | +17.8% |
| 5Y | +191.8% | +417.5% | -225.7% | +24.1% |
| All | +755.5% | +910.4% | -154.9% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling