+59.3%
EEM vs USAR
-19.4%
+78.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.7% |
| 30D | -5.4% | -20.9% | +15.5% | -4.6% |
| 3M | -8.6% | -56.2% | +47.5% | -5.8% |
| 6M | -8.9% | -67.9% | +59.0% | -5.5% |
| YTD | +11.9% | -31.4% | +43.4% | +14.8% |
| 1Y | +13.1% | -45.1% | +58.1% | +16.1% |
| 3Y | +70.7% | -20.3% | +91.0% | +74.4% |
| All | +59.3% | -19.4% | +78.7% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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