+98.2%
DE vs EMB
+7.1%
+91.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -3.0% | 0.0% | -3.1% | -3.0% |
| 30D | +11.1% | -0.3% | +11.4% | +11.3% |
| 3M | +17.6% | -0.3% | +17.9% | +17.8% |
| 6M | +13.6% | +0.7% | +12.8% | +13.0% |
| YTD | +46.3% | +1.3% | +45.0% | +45.0% |
| 1Y | +44.2% | +4.7% | +39.5% | +39.6% |
| 3Y | +76.6% | +30.1% | +46.5% | +49.1% |
| 5Y | +98.2% | +6.9% | +91.4% | +66.9% |
| All | +98.2% | +7.1% | +91.1% | +66.9% |
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