+13.1%
D vs EMB
+7.3%
+5.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | -3.1% | -0.7% | -2.4% | -2.6% |
| 30D | +8.4% | +0.5% | +7.8% | +8.0% |
| 3M | +0.2% | -2.5% | +2.7% | +1.9% |
| 6M | +9.5% | -2.0% | +11.5% | +11.0% |
| YTD | +18.8% | -0.9% | +19.7% | +19.4% |
| 1Y | +14.7% | -0.3% | +15.0% | +14.9% |
| 3Y | +72.9% | +29.2% | +43.8% | +48.1% |
| 5Y | +13.1% | +7.4% | +5.7% | +4.4% |
| All | +13.1% | +7.3% | +5.8% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling