+22.2%
EME vs USFR
+4.1%
+18.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +5.0% |
| 7D | +3.5% | +0.1% | +3.4% | +5.0% |
| 30D | -6.3% | +0.4% | -6.7% | -2.0% |
| 3M | -3.8% | +1.0% | -4.8% | +10.9% |
| 6M | +8.5% | +2.0% | +6.5% | +31.2% |
| YTD | +27.8% | +2.8% | +25.1% | +46.4% |
| 1Y | +22.2% | +4.1% | +18.1% | +23.8% |
| All | +22.2% | +4.1% | +18.1% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling