+706.3%
EEM vs USB
+558.1%
+148.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.9% |
| 7D | -7.4% | -1.5% | -6.0% | -6.8% |
| 30D | -15.0% | +4.3% | -19.3% | -16.5% |
| 3M | -11.7% | -6.1% | -5.6% | -9.5% |
| 6M | -10.8% | +9.4% | -20.2% | -14.7% |
| YTD | +6.7% | +15.2% | -8.5% | -0.5% |
| 1Y | +7.4% | +32.8% | -25.4% | -5.8% |
| 3Y | +62.1% | +91.3% | -29.2% | +17.7% |
| 5Y | +28.2% | +22.7% | +5.6% | +8.4% |
| 10Y | +101.2% | +97.0% | +4.1% | +25.0% |
| All | +706.3% | +558.1% | +148.2% | +195.4% |
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