+36.4%
EEM vs USAR
+25.8%
+10.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.2% |
| 7D | +2.0% | -4.4% | +6.4% | +2.4% |
| 30D | +5.1% | -10.4% | +15.5% | +6.0% |
| 3M | +4.6% | -18.4% | +23.0% | +5.8% |
| 6M | +17.8% | -8.8% | +26.6% | +18.1% |
| YTD | +25.8% | +43.4% | -17.5% | +24.4% |
| 1Y | +36.4% | +21.0% | +15.4% | +36.1% |
| All | +36.4% | +25.8% | +10.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling