+233.4%
EMR vs USFR
+27.5%
+205.9%
-50.8%
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 | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -5.6% | +0.3% | -5.9% | -5.7% |
| 3M | +7.9% | +1.0% | +6.9% | +7.7% |
| 6M | +6.0% | +1.9% | +4.1% | +5.5% |
| YTD | +16.4% | +2.6% | +13.8% | +15.6% |
| 1Y | +16.6% | +4.0% | +12.6% | +15.3% |
| 3Y | +62.9% | +14.1% | +48.8% | +56.6% |
| 5Y | +60.1% | +20.4% | +39.7% | +51.2% |
| 10Y | +268.7% | +28.0% | +240.7% | +244.7% |
| All | +233.4% | +27.5% | +205.9% | +209.6% |
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