+15.2%
D vs EMB
+6.6%
+8.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +11.5% | +1.3% | +10.2% | +10.6% |
| 3M | +3.7% | -2.2% | +6.0% | +5.3% |
| 6M | +13.5% | -2.3% | +15.9% | +15.4% |
| YTD | +20.7% | -0.6% | +21.4% | +21.2% |
| 1Y | +18.2% | +0.5% | +17.8% | +17.8% |
| 3Y | +73.3% | +29.4% | +43.9% | +48.6% |
| All | +15.2% | +6.6% | +8.6% | +3.7% |
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 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