+162.4%
ALL vs EMB
+7.3%
+155.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +5.0% | -0.9% | +5.9% | +5.5% |
| 30D | +13.3% | +0.4% | +13.0% | +13.1% |
| 3M | +3.2% | -3.1% | +6.3% | +4.7% |
| 6M | +25.3% | -2.1% | +27.4% | +26.4% |
| YTD | +30.5% | -1.1% | +31.5% | +30.9% |
| 1Y | +29.2% | -0.1% | +29.3% | +28.9% |
| 3Y | +119.1% | +29.6% | +89.5% | +92.2% |
| All | +162.4% | +7.3% | +155.2% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling