+8.1%
EMB vs USFR
+21.4%
-13.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +1.1% | +0.4% | +0.7% | +1.1% |
| 3M | -2.0% | +1.1% | -3.1% | -2.1% |
| 6M | -1.9% | +2.1% | -4.0% | -2.1% |
| YTD | -0.5% | +3.4% | -4.0% | -1.1% |
| 1Y | +0.1% | +4.1% | -4.0% | -0.7% |
| 3Y | +29.7% | +14.4% | +15.2% | +26.0% |
| 5Y | +8.1% | +21.4% | -13.3% | +5.7% |
| All | +8.1% | +21.4% | -13.3% | +5.7% |
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