+4,043.1%
USB vs EME
+61,143.5%
-57,100.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | +1.4% | +1.9% | -0.4% | +0.8% |
| 30D | -1.3% | -8.3% | +7.0% | +1.3% |
| 3M | +15.2% | -10.7% | +26.0% | +17.8% |
| 6M | +18.8% | +1.9% | +16.9% | +15.6% |
| YTD | +21.0% | +23.5% | -2.5% | +9.9% |
| 1Y | +34.0% | +18.0% | +16.1% | +21.8% |
| 3Y | +95.3% | +236.1% | -140.8% | +19.6% |
| 5Y | +40.4% | +527.9% | -487.5% | -31.3% |
| 10Y | +107.3% | +1,252.8% | -1,145.5% | -21.6% |
| All | +4,043.1% | +61,143.5% | -57,100.4% | +894.5% |
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 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