+79.8%
USB vs EME
+910.4%
-830.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.2% | +11.3% | -10.1% | -3.3% |
| 30D | +6.3% | -14.6% | +20.8% | +12.5% |
| 3M | -6.1% | -20.4% | +14.3% | +1.9% |
| 6M | +13.0% | -28.3% | +41.3% | +26.2% |
| YTD | +16.6% | +8.6% | +8.0% | +5.7% |
| 1Y | +31.1% | +3.2% | +27.9% | +21.5% |
| 3Y | +100.9% | +216.8% | -115.8% | -9.0% |
| 5Y | +24.5% | +417.5% | -392.9% | -58.8% |
| All | +79.8% | +910.4% | -830.6% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling