+1,784.6%
BE vs EMB
+30.2%
+1,754.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +10.1% |
| 7D | +29.8% | +0.3% | +29.5% | +28.5% |
| 30D | +26.4% | -0.5% | +26.9% | +29.0% |
| 3M | +9.3% | +0.3% | +9.0% | +9.4% |
| 6M | +105.1% | +1.2% | +103.9% | +101.9% |
| YTD | +219.0% | +1.5% | +217.6% | +211.5% |
| 1Y | +418.8% | +4.8% | +413.9% | +357.1% |
| 3Y | +1,784.6% | +30.4% | +1,754.2% | +846.8% |
| All | +1,784.6% | +30.2% | +1,754.4% | +846.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling