+8,438.8%
USB vs EMR
+4,039.8%
+4,399.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 6M | +18.8% | +6.0% | +12.8% | +13.4% |
| YTD | +21.0% | +16.4% | +4.6% | +9.1% |
| 1Y | +34.0% | +16.6% | +17.4% | +20.2% |
| 3Y | +95.3% | +62.9% | +32.5% | +44.0% |
| 5Y | +40.4% | +60.1% | -19.7% | +3.3% |
| 10Y | +107.3% | +268.7% | -161.4% | -2.6% |
| All | +8,438.8% | +4,039.8% | +4,399.0% | +1,740.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling