+22.0%
USB vs EMR
+80.8%
-58.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -1.6% | +1.6% | +0.8% |
| 30D | +5.8% | +2.0% | +3.9% | +4.6% |
| 3M | -6.0% | +3.8% | -9.8% | -8.2% |
| 6M | +7.8% | +10.5% | -2.8% | +0.8% |
| YTD | +14.6% | +23.7% | -9.1% | -1.1% |
| 1Y | +31.8% | +25.4% | +6.4% | +12.6% |
| 3Y | +91.5% | +86.6% | +5.0% | +23.6% |
| All | +22.0% | +80.8% | -58.7% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling