+218.3%
C vs EMB
+36.3%
+182.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.4% |
| 7D | -0.4% | -0.4% | 0.0% | +0.2% |
| 30D | -5.3% | +1.5% | -6.9% | -7.4% |
| 3M | -8.0% | -1.6% | -6.4% | -5.8% |
| 6M | -0.3% | -1.5% | +1.2% | +2.2% |
| YTD | +8.6% | -0.1% | +8.7% | +9.1% |
| 1Y | +25.8% | +0.5% | +25.3% | +25.3% |
| 3Y | +221.2% | +30.2% | +190.9% | +120.5% |
| 5Y | +113.6% | +8.6% | +105.0% | +97.4% |
| 10Y | +218.3% | +36.9% | +181.5% | +158.7% |
| All | +218.3% | +36.3% | +182.0% | +158.7% |
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 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