+550.5%
EME vs USFR
+20.4%
+530.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.9% | +0.1% | +0.9% | +1.0% |
| 30D | -8.4% | +0.3% | -8.7% | -8.2% |
| 3M | -3.6% | +1.0% | -4.6% | -3.0% |
| 6M | +3.6% | +1.9% | +1.6% | +4.0% |
| YTD | +22.5% | +2.7% | +19.8% | +22.5% |
| 1Y | +18.2% | +4.0% | +14.2% | +17.4% |
| 3Y | +238.4% | +14.1% | +224.3% | +236.2% |
| 5Y | +550.5% | +20.5% | +530.0% | +671.4% |
| All | +550.5% | +20.4% | +530.1% | +671.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling