+26.4%
USB vs EME
+407.9%
-381.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.3% | -4.8% | +0.7% |
| 7D | +0.8% | -4.4% | +5.1% | +1.5% |
| 30D | +6.8% | -17.3% | +24.0% | +11.5% |
| 3M | -3.8% | -20.0% | +16.3% | +1.1% |
| 6M | +11.7% | -29.1% | +40.8% | +20.6% |
| YTD | +17.5% | +6.9% | +10.5% | +10.7% |
| 1Y | +33.8% | +0.8% | +33.0% | +28.2% |
| 3Y | +104.2% | +214.4% | -110.2% | +10.2% |
| 5Y | +26.4% | +404.2% | -377.8% | -46.6% |
| All | +26.4% | +407.9% | -381.5% | -46.6% |
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