+89.2%
USB vs EMB
+30.9%
+58.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.8% |
| 7D | +0.8% | +0.8% | -0.1% | -0.1% |
| 30D | +6.8% | +1.5% | +5.3% | +5.1% |
| 3M | -3.8% | -1.9% | -1.9% | -1.7% |
| 6M | +11.7% | -1.6% | +13.3% | +13.8% |
| YTD | +17.5% | 0.0% | +17.5% | +17.6% |
| 1Y | +33.8% | +1.1% | +32.7% | +32.4% |
| 3Y | +104.2% | +30.9% | +73.3% | +53.7% |
| 5Y | +26.4% | +7.1% | +19.4% | +19.0% |
| 10Y | +89.2% | +31.1% | +58.1% | +68.7% |
| All | +89.2% | +30.9% | +58.3% | +68.7% |
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