+91.7%
USB vs EME
+933.6%
-841.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.4% |
| 7D | 0.0% | -10.5% | +10.5% | +4.1% |
| 30D | +5.8% | -22.4% | +28.3% | +16.7% |
| 3M | -6.0% | -24.7% | +18.7% | +4.4% |
| 6M | +7.8% | -35.5% | +43.2% | +26.0% |
| YTD | +14.6% | -0.3% | +14.9% | +7.8% |
| 1Y | +31.8% | -6.7% | +38.5% | +27.5% |
| 3Y | +91.5% | +190.6% | -99.1% | -10.0% |
| 5Y | +22.0% | +367.3% | -345.2% | -57.7% |
| All | +91.7% | +933.6% | -841.9% | -59.5% |
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