-39.9%
FN vs EME
-26.3%
-13.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +8.5% |
| 7D | 0.0% | -10.5% | +10.4% | +16.0% |
| 30D | -34.3% | -22.4% | -11.9% | -6.4% |
| 3M | -39.9% | -24.7% | -15.2% | -9.8% |
| All | -39.9% | -26.3% | -13.6% | -9.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling