+16.2%
DIA vs EMB
+4.6%
+11.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -1.2% | 0.0% | -1.3% | -1.3% |
| 30D | -2.7% | -0.3% | -2.4% | -2.3% |
| 3M | +3.3% | -0.3% | +3.6% | +3.7% |
| 6M | +10.4% | +0.7% | +9.7% | +9.3% |
| YTD | +10.0% | +1.3% | +8.7% | +8.1% |
| 1Y | +16.2% | +4.7% | +11.5% | +10.6% |
| All | +16.2% | +4.6% | +11.5% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling