+63.7%
B vs EMB
+132.1%
-68.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | -0.3% | +9.7% | +9.8% |
| 3M | +5.0% | -0.4% | +5.4% | +5.6% |
| 6M | -3.5% | +0.1% | -3.7% | -3.1% |
| YTD | +4.5% | +1.6% | +2.9% | +3.7% |
| 1Y | +67.8% | +5.6% | +62.2% | +61.5% |
| 3Y | +196.7% | +29.8% | +166.9% | +143.8% |
| 5Y | +151.9% | +7.3% | +144.7% | +137.3% |
| 10Y | +202.2% | +30.4% | +171.7% | +149.2% |
| All | +63.7% | +132.1% | -68.4% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling