+92.5%
USB vs EMB
+28.2%
+64.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.0% |
| 30D | +4.3% | +1.1% | +3.2% | +2.7% |
| 3M | -6.1% | -2.9% | -3.1% | -1.9% |
| 6M | +9.4% | -2.1% | +11.5% | +12.8% |
| YTD | +15.2% | -1.1% | +16.3% | +17.1% |
| 1Y | +32.8% | +0.3% | +32.4% | +32.1% |
| All | +92.5% | +28.2% | +64.3% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling