+36.5%
EMB vs USFR
+28.5%
+7.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +0.5% | +0.4% | +0.1% | +0.4% |
| 3M | -2.5% | +1.0% | -3.5% | -2.8% |
| 6M | -2.0% | +2.0% | -4.1% | -2.6% |
| YTD | -0.9% | +3.4% | -4.3% | -1.9% |
| 1Y | -0.3% | +4.1% | -4.4% | -1.6% |
| 3Y | +29.2% | +14.4% | +14.8% | +23.7% |
| 5Y | +7.4% | +21.4% | -14.0% | +0.8% |
| All | +36.5% | +28.5% | +7.9% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling