+1,087.8%
DE vs EMB
+132.1%
+955.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | +13.3% | -0.3% | +13.6% | +13.5% |
| 3M | +17.5% | -0.4% | +17.9% | +17.9% |
| 6M | +13.6% | +0.1% | +13.4% | +13.5% |
| YTD | +49.8% | +1.6% | +48.2% | +48.0% |
| 1Y | +47.9% | +5.6% | +42.3% | +41.7% |
| 3Y | +72.5% | +29.8% | +42.7% | +41.2% |
| 5Y | +90.2% | +7.3% | +83.0% | +79.6% |
| 10Y | +865.4% | +30.4% | +834.9% | +696.2% |
| All | +1,087.8% | +132.1% | +955.7% | +527.2% |
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