+145.0%
ALL vs EMB
+6.0%
+139.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 3M | -7.0% | -2.7% | -4.3% | -5.8% |
| 6M | +18.0% | -2.8% | +20.9% | +19.5% |
| YTD | +24.2% | -1.1% | +25.3% | +24.6% |
| 1Y | +31.2% | 0.0% | +31.2% | +30.9% |
| 3Y | +107.5% | +28.8% | +78.7% | +82.6% |
| All | +145.0% | +6.0% | +139.0% | +110.6% |
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 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