-19.0%
USAR vs EME
+253.8%
-272.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -0.8% | +8.4% | -9.2% | -4.0% |
| 30D | -20.9% | -11.5% | -9.4% | -16.9% |
| 3M | -56.2% | -20.6% | -35.5% | -52.0% |
| 6M | -67.9% | -28.5% | -39.4% | -63.8% |
| YTD | -31.4% | +8.0% | -39.4% | -28.5% |
| 1Y | -45.1% | +6.8% | -51.8% | -42.5% |
| 3Y | -20.3% | +213.9% | -234.2% | -18.6% |
| All | -19.0% | +253.8% | -272.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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