+280.4%
EMR vs USFR
+28.6%
+251.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.8% | +0.1% | +2.8% | +2.8% |
| 30D | +3.7% | +0.4% | +3.3% | +3.4% |
| 3M | +2.0% | +1.1% | +1.0% | +1.2% |
| 6M | +22.1% | +2.0% | +20.1% | +20.3% |
| YTD | +27.2% | +3.5% | +23.8% | +23.8% |
| 1Y | +32.0% | +4.1% | +27.9% | +27.7% |
| 3Y | +103.3% | +14.4% | +88.9% | +79.6% |
| 5Y | +88.2% | +21.4% | +66.8% | +54.9% |
| All | +280.4% | +28.6% | +251.8% | +202.5% |
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