+98.3%
USB vs EMR
+63.1%
+35.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | +1.4% | -1.5% | +3.0% | +2.2% |
| 30D | -1.3% | -5.6% | +4.3% | +1.3% |
| 3M | +15.2% | +7.9% | +7.3% | +10.0% |
| 6M | +18.8% | +6.0% | +12.8% | +13.9% |
| YTD | +21.0% | +16.4% | +4.6% | +9.3% |
| 1Y | +34.0% | +16.6% | +17.4% | +20.3% |
| All | +98.3% | +63.1% | +35.1% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling