+860.4%
FN vs EME
+1,261.2%
-400.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.0% |
| 7D | -1.7% | +1.9% | -3.6% | -2.9% |
| 30D | -22.0% | -8.3% | -13.7% | -16.9% |
| 3M | -43.0% | -10.7% | -32.3% | -38.2% |
| 6M | -27.7% | +1.9% | -29.6% | -27.3% |
| YTD | -10.5% | +23.5% | -34.0% | -19.5% |
| 1Y | +12.5% | +18.0% | -5.5% | +2.9% |
| 3Y | +153.8% | +236.1% | -82.3% | +33.4% |
| 5Y | +288.0% | +527.9% | -239.9% | +46.2% |
| All | +860.4% | +1,261.2% | -400.8% | +163.8% |
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