+79.7%
EEM vs USAR
+74.0%
+5.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | +4.5% | +2.6% | +1.9% | +4.3% |
| 3M | -0.1% | -35.0% | +35.0% | +1.0% |
| 6M | +16.9% | -6.9% | +23.8% | +17.0% |
| YTD | +26.2% | +48.0% | -21.8% | +25.8% |
| 1Y | +40.5% | +24.8% | +15.7% | +40.1% |
| 3Y | +86.2% | +73.2% | +12.9% | +87.0% |
| All | +79.7% | +74.0% | +5.7% | +84.3% |
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