+826.4%
FN vs EME
+996.0%
-169.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.3% | +4.6% | +6.9% |
| 7D | +16.3% | -4.4% | +20.7% | +20.9% |
| 30D | -24.7% | -17.3% | -7.5% | -13.4% |
| 3M | -34.9% | -20.0% | -14.9% | -22.7% |
| 6M | -41.1% | -29.1% | -12.0% | -24.5% |
| YTD | -19.6% | +6.9% | -26.6% | -19.3% |
| 1Y | -18.5% | +0.8% | -19.3% | -14.6% |
| 3Y | +119.1% | +214.4% | -95.3% | +23.0% |
| 5Y | +206.9% | +404.2% | -197.2% | +32.4% |
| 10Y | +826.4% | +941.9% | -115.5% | +171.2% |
| All | +826.4% | +996.0% | -169.6% | +171.2% |
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 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