+1,836.2%
EME vs USFR
+27.5%
+1,808.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -8.3% | +0.3% | -8.6% | -8.4% |
| 3M | -10.7% | +1.0% | -11.7% | -11.1% |
| 6M | +1.9% | +1.9% | 0.0% | +1.0% |
| YTD | +23.5% | +2.6% | +20.9% | +22.0% |
| 1Y | +18.0% | +4.0% | +14.0% | +15.8% |
| 3Y | +236.1% | +14.1% | +222.0% | +216.8% |
| 5Y | +527.9% | +20.4% | +507.5% | +479.4% |
| 10Y | +1,252.8% | +28.0% | +1,224.8% | +1,114.5% |
| All | +1,836.2% | +27.5% | +1,808.7% | +1,596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling