+62.1%
EMR vs USAR
+73.6%
-11.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.1% | +2.3% | +0.7% | +3.0% |
| 30D | -3.5% | -8.6% | +5.1% | -3.2% |
| 3M | +9.8% | -20.5% | +30.3% | +10.4% |
| 6M | +10.8% | +1.2% | +9.6% | +10.4% |
| YTD | +15.9% | +48.4% | -32.5% | +14.8% |
| 1Y | +16.4% | +30.6% | -14.2% | +15.2% |
| 3Y | +62.1% | +73.6% | -11.5% | +78.6% |
| All | +62.1% | +73.6% | -11.5% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling