+3,843.1%
USB vs EME
+48,270.5%
-44,427.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.8% | +0.1% |
| 7D | -1.5% | -13.6% | +12.2% | +3.0% |
| 30D | +4.3% | -27.8% | +32.1% | +15.3% |
| 3M | -6.1% | -27.6% | +21.5% | +3.3% |
| 6M | +9.4% | -36.1% | +45.5% | +23.6% |
| YTD | +15.2% | -2.5% | +17.7% | +12.0% |
| 1Y | +32.8% | -11.7% | +44.4% | +33.1% |
| 3Y | +91.3% | +185.1% | -93.8% | +22.4% |
| 5Y | +22.7% | +357.2% | -334.5% | -33.8% |
| 10Y | +97.0% | +931.7% | -834.7% | -19.3% |
| All | +3,843.1% | +48,270.5% | -44,427.4% | +913.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling