+28.0%
EMR vs USAR
-54.5%
+82.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +2.7% | +8.8% | -6.1% | +1.3% |
| 30D | +2.1% | -28.5% | +30.5% | +6.2% |
| 3M | +2.3% | -56.2% | +58.4% | +13.0% |
| 6M | +22.5% | -68.4% | +90.9% | +39.7% |
| YTD | +27.2% | -32.2% | +59.4% | +28.9% |
| 1Y | +28.0% | -52.3% | +80.3% | +33.5% |
| All | +28.0% | -54.5% | +82.5% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling