+74.5%
EMR vs USAR
+68.6%
+5.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | +0.9% | -4.4% | +5.3% | +1.1% |
| 30D | -5.0% | -10.4% | +5.4% | -4.6% |
| 3M | +5.9% | -18.4% | +24.3% | +6.5% |
| 6M | +7.3% | -8.8% | +16.1% | +7.3% |
| YTD | +14.6% | +43.4% | -28.8% | +13.6% |
| 1Y | +15.6% | +21.0% | -5.4% | +14.7% |
| 3Y | +60.2% | +67.7% | -7.6% | +69.6% |
| All | +74.5% | +68.6% | +5.9% | +87.4% |
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