+118.1%
FN vs EME
+219.6%
-101.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +2.8% |
| 7D | +8.0% | +4.3% | +3.7% | +5.0% |
| 30D | -19.1% | -14.4% | -4.8% | -5.6% |
| 3M | -29.8% | -18.3% | -11.5% | -13.8% |
| 6M | -43.2% | -28.3% | -14.8% | -21.7% |
| YTD | -18.9% | +9.2% | -28.2% | -21.2% |
| 1Y | -17.9% | +4.3% | -22.1% | -16.5% |
| All | +118.1% | +219.6% | -101.5% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling