+12.3%
FN vs EME
+22.9%
-10.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | 0.0% |
| 7D | +3.5% | +5.2% | -1.6% | -0.9% |
| 30D | -26.0% | -5.4% | -20.6% | -21.4% |
| 3M | -33.3% | -6.1% | -27.2% | -27.9% |
| 6M | -14.9% | +9.7% | -24.6% | -18.8% |
| YTD | -8.6% | +26.6% | -35.1% | -19.6% |
| 1Y | +12.3% | +24.6% | -12.3% | -9.6% |
| All | +12.3% | +22.9% | -10.5% | -9.6% |
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