+138.6%
EEM vs USFR
+27.6%
+111.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | +4.9% | +0.3% | +4.5% | +4.7% |
| 3M | +5.2% | +1.0% | +4.2% | +4.9% |
| 6M | +20.7% | +1.9% | +18.8% | +19.9% |
| YTD | +26.5% | +2.7% | +23.8% | +25.2% |
| 1Y | +37.8% | +4.0% | +33.8% | +35.8% |
| 3Y | +91.0% | +14.0% | +76.9% | +81.7% |
| 5Y | +47.0% | +20.4% | +26.6% | +37.1% |
| 10Y | +125.6% | +28.1% | +97.5% | +105.9% |
| All | +138.6% | +27.6% | +111.0% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling