+59.9%
EEM vs USAR
-20.3%
+80.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | +5.3% | +8.8% | -3.4% | +4.9% |
| 30D | -7.0% | -28.5% | +21.5% | -5.8% |
| 3M | -8.0% | -56.2% | +48.2% | -5.2% |
| 6M | -6.6% | -68.4% | +61.8% | -3.1% |
| YTD | +12.3% | -32.2% | +44.5% | +15.3% |
| 1Y | +12.2% | -52.3% | +64.5% | +15.2% |
| 3Y | +71.2% | -21.2% | +92.4% | +75.1% |
| All | +59.9% | -20.3% | +80.2% | +68.9% |
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