+123.9%
EEM vs USB
+107.5%
+16.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +4.5% | -1.3% | +5.8% | +4.9% |
| 3M | -0.1% | +15.2% | -15.3% | -4.6% |
| 6M | +16.9% | +18.8% | -1.9% | +10.5% |
| YTD | +26.2% | +21.0% | +5.2% | +18.4% |
| 1Y | +40.5% | +34.0% | +6.5% | +27.4% |
| 3Y | +86.2% | +95.3% | -9.1% | +46.3% |
| 5Y | +45.5% | +40.4% | +5.1% | +24.8% |
| All | +123.9% | +107.5% | +16.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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