+93.8%
EMR vs USAR
-19.4%
+113.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | +3.7% | -20.9% | +24.6% | +4.6% |
| 3M | +2.0% | -56.2% | +58.2% | +5.4% |
| 6M | +22.1% | -67.9% | +90.0% | +27.1% |
| YTD | +27.2% | -31.4% | +58.7% | +29.9% |
| 1Y | +32.0% | -45.1% | +77.1% | +35.0% |
| 3Y | +103.3% | -20.3% | +123.6% | +120.3% |
| All | +93.8% | -19.4% | +113.2% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling