+41.2%
USB vs EMR
+60.6%
-19.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | +1.4% | -1.5% | +3.0% | +2.2% |
| 30D | -1.3% | -5.6% | +4.3% | +1.6% |
| 3M | +15.2% | +7.9% | +7.3% | +9.5% |
| 6M | +18.8% | +6.0% | +12.8% | +13.4% |
| YTD | +21.0% | +16.4% | +4.6% | +8.5% |
| 1Y | +34.0% | +16.6% | +17.4% | +19.4% |
| 3Y | +95.3% | +62.9% | +32.5% | +39.4% |
| All | +41.2% | +60.6% | -19.4% | -2.0% |
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