+1,344.7%
EME vs USFR
+28.1%
+1,316.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.4% |
| 30D | -6.3% | +0.4% | -6.7% | -6.5% |
| 3M | -3.8% | +1.0% | -4.8% | -4.3% |
| 6M | +8.5% | +2.0% | +6.5% | +7.1% |
| YTD | +27.8% | +2.8% | +25.1% | +25.5% |
| 1Y | +22.2% | +4.1% | +18.1% | +18.8% |
| 3Y | +253.5% | +14.1% | +239.3% | +223.4% |
| 5Y | +578.6% | +20.6% | +558.0% | +505.6% |
| All | +1,344.7% | +28.1% | +1,316.6% | +1,138.8% |
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