+1,885.0%
EME vs USFR
+27.6%
+1,857.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | -5.4% | +0.3% | -5.7% | -5.5% |
| 3M | -6.1% | +1.0% | -7.1% | -6.5% |
| 6M | +9.7% | +1.9% | +7.7% | +8.7% |
| YTD | +26.6% | +2.7% | +23.9% | +25.1% |
| 1Y | +24.6% | +4.0% | +20.6% | +22.4% |
| 3Y | +249.6% | +14.0% | +235.6% | +229.6% |
| 5Y | +556.6% | +20.4% | +536.1% | +505.8% |
| 10Y | +1,286.6% | +28.1% | +1,258.6% | +1,144.7% |
| All | +1,885.0% | +27.6% | +1,857.4% | +1,638.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling