+92.7%
USB vs EMR
+313.4%
-220.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | +0.8% |
| 7D | -1.5% | -4.8% | +3.3% | +1.5% |
| 30D | +4.3% | +0.7% | +3.5% | +3.6% |
| 3M | -6.1% | +0.4% | -6.5% | -6.9% |
| 6M | +9.4% | +18.4% | -9.0% | -3.6% |
| YTD | +15.2% | +23.9% | -8.7% | -2.8% |
| 1Y | +32.8% | +24.7% | +8.1% | +11.3% |
| 3Y | +91.3% | +86.4% | +4.9% | +18.0% |
| 5Y | +22.7% | +83.3% | -60.7% | -24.5% |
| All | +92.7% | +313.4% | -220.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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