+29.8%
EEM vs USB
+21.6%
+8.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -11.9% | +5.8% | -17.8% | -13.2% |
| 3M | -8.8% | -6.0% | -2.8% | -7.5% |
| 6M | -11.6% | +7.8% | -19.4% | -13.6% |
| YTD | +9.0% | +14.6% | -5.6% | +4.8% |
| 1Y | +10.6% | +31.8% | -21.2% | +2.6% |
| 3Y | +64.4% | +91.5% | -27.2% | +36.4% |
| All | +29.8% | +21.6% | +8.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling