+371.6%
ALL vs EMB
+36.5%
+335.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +5.0% | -0.9% | +5.9% | +5.8% |
| 30D | +13.3% | +0.4% | +13.0% | +13.0% |
| 3M | +3.2% | -3.1% | +6.3% | +6.0% |
| 6M | +25.3% | -2.1% | +27.4% | +27.3% |
| YTD | +30.5% | -1.1% | +31.5% | +31.2% |
| 1Y | +29.2% | -0.1% | +29.3% | +28.7% |
| 3Y | +119.1% | +29.6% | +89.5% | +71.7% |
| 5Y | +162.6% | +7.2% | +155.4% | +152.0% |
| All | +371.6% | +36.5% | +335.2% | +299.0% |
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