-34.0%
C vs EMB
+132.1%
-166.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +0.1% | -0.3% | +0.4% | +0.5% |
| 3M | +2.4% | -0.4% | +2.8% | +3.1% |
| 6M | +24.9% | +0.1% | +24.8% | +25.1% |
| YTD | +19.8% | +1.6% | +18.2% | +17.8% |
| 1Y | +44.9% | +5.6% | +39.2% | +35.5% |
| 3Y | +263.0% | +29.8% | +233.1% | +162.6% |
| 5Y | +129.5% | +7.3% | +122.3% | +111.6% |
| 10Y | +291.6% | +30.4% | +261.2% | +192.6% |
| All | -34.0% | +132.1% | -166.2% | -75.6% |
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