+62.3%
EEM vs USAR
-18.3%
+80.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -1.9% | +2.2% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | -6.2% | -30.1% | +23.9% | -5.0% |
| 3M | -5.2% | -56.3% | +51.1% | -2.3% |
| 6M | -8.1% | -68.6% | +60.4% | -4.7% |
| YTD | +14.0% | -30.5% | +44.5% | +16.8% |
| 1Y | +13.8% | -53.5% | +67.3% | +16.9% |
| 3Y | +73.7% | -19.3% | +93.0% | +77.5% |
| All | +62.3% | -18.3% | +80.6% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling