+88.4%
EMR vs USAR
-18.7%
+107.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -0.6% |
| 7D | -1.6% | -14.5% | +12.9% | -0.9% |
| 30D | +2.0% | -37.8% | +39.8% | +3.9% |
| 3M | +3.8% | -52.8% | +56.6% | +6.9% |
| 6M | +10.5% | -71.2% | +81.8% | +15.5% |
| YTD | +23.7% | -30.9% | +54.6% | +26.3% |
| 1Y | +25.4% | -48.0% | +73.4% | +28.3% |
| 3Y | +86.6% | -19.7% | +106.3% | +102.1% |
| All | +88.4% | -18.7% | +107.2% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling