+32.2%
EEM vs USFR
+21.4%
+10.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -5.4% | +0.4% | -5.7% | -5.3% |
| 3M | -8.6% | +1.1% | -9.7% | -8.5% |
| 6M | -8.9% | +2.0% | -10.9% | -8.7% |
| YTD | +11.9% | +3.5% | +8.5% | +11.1% |
| 1Y | +13.1% | +4.1% | +9.0% | +11.6% |
| 3Y | +70.7% | +14.4% | +56.3% | +55.4% |
| All | +32.2% | +21.4% | +10.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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