+911.5%
BE vs EMB
+29.2%
+882.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.3% |
| 7D | +20.0% | 0.0% | +20.0% | +20.0% |
| 30D | +7.9% | -0.3% | +8.2% | +9.0% |
| 3M | -13.2% | -0.4% | -12.8% | -11.2% |
| 6M | +53.5% | +0.1% | +53.3% | +56.9% |
| YTD | +191.0% | +1.6% | +189.4% | +185.4% |
| 1Y | +360.5% | +5.6% | +354.9% | +309.6% |
| 3Y | +1,568.0% | +29.8% | +1,538.2% | +804.0% |
| 5Y | +1,055.2% | +7.3% | +1,047.9% | +1,002.9% |
| All | +911.5% | +29.2% | +882.2% | +480.7% |
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