+60.1%
EMB vs USFR
+27.5%
+32.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | -0.4% | +1.0% | -1.4% | -0.5% |
| 6M | +0.1% | +1.9% | -1.8% | 0.0% |
| YTD | +1.6% | +2.6% | -1.0% | +1.5% |
| 1Y | +5.6% | +4.0% | +1.6% | +5.4% |
| 3Y | +29.8% | +14.1% | +15.7% | +29.0% |
| 5Y | +7.3% | +20.4% | -13.1% | +6.3% |
| 10Y | +30.4% | +28.0% | +2.4% | +29.5% |
| All | +60.1% | +27.5% | +32.6% | +59.2% |
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