+65.8%
EMR vs USFR
+20.4%
+45.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.9% | +0.1% | +0.9% | +1.1% |
| 30D | -5.0% | +0.3% | -5.2% | -4.2% |
| 3M | +5.9% | +1.0% | +4.9% | +8.9% |
| 6M | +7.3% | +1.9% | +5.4% | +12.7% |
| YTD | +14.6% | +2.7% | +11.9% | +21.7% |
| 1Y | +15.6% | +4.0% | +11.7% | +25.7% |
| 3Y | +60.2% | +14.0% | +46.1% | +106.6% |
| 5Y | +65.8% | +20.4% | +45.4% | +143.3% |
| All | +65.8% | +20.4% | +45.4% | +143.3% |
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