+22.7%
USB vs EME
+369.3%
-346.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.8% | -0.4% |
| 7D | -1.5% | -13.6% | +12.2% | +1.9% |
| 30D | +4.3% | -27.8% | +32.1% | +12.7% |
| 3M | -6.1% | -27.6% | +21.5% | +1.1% |
| 6M | +9.4% | -36.1% | +45.5% | +21.3% |
| YTD | +15.2% | -2.5% | +17.7% | +11.1% |
| 1Y | +32.8% | -11.7% | +44.4% | +31.9% |
| 3Y | +91.3% | +185.1% | -93.8% | +6.1% |
| 5Y | +22.7% | +357.2% | -334.5% | -46.7% |
| All | +22.7% | +369.3% | -346.6% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling