+92.7%
USB vs EMB
+28.3%
+64.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.1% |
| 30D | +4.3% | +1.1% | +3.2% | +3.1% |
| 3M | -6.1% | -2.9% | -3.1% | -2.9% |
| 6M | +9.4% | -2.1% | +11.5% | +12.0% |
| YTD | +15.2% | -1.1% | +16.3% | +16.7% |
| 1Y | +32.8% | +0.3% | +32.4% | +32.4% |
| 3Y | +91.3% | +27.7% | +63.6% | +48.1% |
| 5Y | +22.7% | +6.0% | +16.7% | +16.7% |
| All | +92.7% | +28.3% | +64.4% | +74.1% |
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