+108.4%
B vs EMB
+7.3%
+101.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.1% |
| 7D | -6.2% | -0.7% | -5.5% | -5.3% |
| 30D | -6.6% | +0.5% | -7.1% | -7.0% |
| 3M | -7.9% | -2.5% | -5.4% | -4.7% |
| 6M | -16.8% | -2.0% | -14.8% | -14.1% |
| YTD | -11.7% | -0.9% | -10.8% | -9.7% |
| 1Y | +3.5% | -0.3% | +3.8% | +5.2% |
| 3Y | +165.7% | +29.2% | +136.5% | +108.5% |
| 5Y | +108.4% | +7.4% | +101.0% | +72.0% |
| All | +108.4% | +7.3% | +101.1% | +72.0% |
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 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