-17.9%
FN vs EME
+2.7%
-20.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +2.1% |
| 7D | +8.0% | +4.3% | +3.7% | +4.1% |
| 30D | -19.1% | -14.4% | -4.8% | -3.1% |
| 3M | -29.8% | -18.3% | -11.5% | -10.5% |
| 6M | -43.2% | -28.3% | -14.8% | -11.4% |
| YTD | -18.9% | +9.2% | -28.2% | -32.1% |
| 1Y | -17.9% | +4.3% | -22.1% | -24.6% |
| All | -17.9% | +2.7% | -20.6% | -24.6% |
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