+69.4%
USAR vs EMB
+27.9%
+41.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -10.4% | -0.3% | -10.1% | -10.1% |
| 3M | -18.4% | -0.3% | -18.1% | -17.8% |
| 6M | -8.8% | +0.7% | -9.6% | -9.0% |
| YTD | +43.4% | +1.3% | +42.1% | +43.1% |
| 1Y | +21.0% | +4.7% | +16.3% | +21.4% |
| 3Y | +67.7% | +30.1% | +37.7% | +71.9% |
| All | +69.4% | +27.9% | +41.5% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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