+41.2%
USB vs EMB
+7.4%
+33.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.5% |
| 30D | -1.3% | -0.3% | -1.0% | -1.0% |
| 3M | +15.2% | -0.4% | +15.7% | +15.7% |
| 6M | +18.8% | +0.1% | +18.7% | +18.7% |
| YTD | +21.0% | +1.6% | +19.4% | +19.2% |
| 1Y | +34.0% | +5.6% | +28.4% | +27.1% |
| 3Y | +95.3% | +29.8% | +65.5% | +54.8% |
| All | +41.2% | +7.4% | +33.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling