+755.9%
EEM vs USB
+572.2%
+183.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.1% |
| 7D | -3.0% | +2.4% | -5.4% | -4.0% |
| 30D | -10.3% | +6.6% | -16.9% | -12.8% |
| 3M | -6.6% | -4.1% | -2.5% | -5.3% |
| 6M | -3.4% | +12.5% | -15.8% | -8.7% |
| YTD | +13.2% | +17.6% | -4.4% | +4.6% |
| 1Y | +15.0% | +36.5% | -21.5% | -0.4% |
| 3Y | +72.1% | +95.4% | -23.3% | +23.8% |
| 5Y | +35.9% | +26.1% | +9.8% | +13.5% |
| 10Y | +113.5% | +101.3% | +12.3% | +31.4% |
| All | +755.9% | +572.2% | +183.7% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling