+107.5%
ALL vs EMB
+28.2%
+79.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.2% |
| 3M | -7.0% | -2.7% | -4.3% | -6.1% |
| 6M | +18.0% | -2.8% | +20.9% | +19.2% |
| YTD | +24.2% | -1.1% | +25.3% | +24.4% |
| 1Y | +31.2% | 0.0% | +31.2% | +30.6% |
| 3Y | +107.5% | +28.8% | +78.7% | +96.0% |
| All | +107.5% | +28.2% | +79.3% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling