+173.5%
FN vs EME
+358.3%
-184.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.5% | +9.8% |
| 7D | 0.0% | -10.5% | +10.4% | +10.4% |
| 30D | -34.3% | -22.4% | -11.9% | -17.8% |
| 3M | -39.9% | -24.7% | -15.2% | -22.2% |
| 6M | -51.8% | -35.5% | -16.4% | -29.5% |
| YTD | -28.1% | -0.3% | -27.8% | -24.2% |
| 1Y | -29.1% | -6.7% | -22.3% | -20.8% |
| 3Y | +102.4% | +190.6% | -88.2% | +4.2% |
| All | +173.5% | +358.3% | -184.8% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling