+253.5%
EME vs USFR
+14.1%
+239.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -6.3% | +0.4% | -6.7% | -6.2% |
| 3M | -3.8% | +1.0% | -4.8% | -3.6% |
| 6M | +8.5% | +2.0% | +6.5% | +7.4% |
| YTD | +27.8% | +2.8% | +25.1% | +24.4% |
| 1Y | +22.2% | +4.1% | +18.1% | +15.5% |
| 3Y | +253.5% | +14.1% | +239.3% | +188.9% |
| All | +253.5% | +14.1% | +239.3% | +188.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling