+214.8%
B vs EMB
+36.5%
+178.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.4% |
| 7D | -7.3% | -0.9% | -6.4% | -6.3% |
| 30D | -3.3% | +0.4% | -3.7% | -3.6% |
| 3M | -7.8% | -3.1% | -4.6% | -4.2% |
| 6M | -15.5% | -2.1% | -13.5% | -13.0% |
| YTD | -12.3% | -1.1% | -11.2% | -10.3% |
| 1Y | +5.4% | -0.1% | +5.4% | +6.6% |
| 3Y | +165.5% | +29.6% | +135.9% | +107.5% |
| 5Y | +107.0% | +7.2% | +99.8% | +93.1% |
| All | +214.8% | +36.5% | +178.4% | +67.3% |
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