+374.8%
ALL vs EMB
+28.9%
+345.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +13.8% | +1.3% | +12.5% | +12.6% |
| 3M | -7.0% | -2.2% | -4.7% | -5.2% |
| 6M | +18.0% | -2.3% | +20.4% | +20.2% |
| YTD | +24.2% | -0.6% | +24.8% | +24.5% |
| 1Y | +31.2% | +0.5% | +30.7% | +30.2% |
| 3Y | +107.5% | +29.4% | +78.1% | +64.1% |
| 5Y | +144.8% | +6.5% | +138.3% | +136.8% |
| All | +374.8% | +28.9% | +345.8% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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