+64.1%
DIA vs EMB
+7.3%
+56.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | -2.1% | -0.5% | -1.6% | -1.7% |
| 3M | +4.2% | +0.3% | +3.8% | +3.9% |
| 6M | +11.9% | +1.2% | +10.7% | +10.9% |
| YTD | +10.8% | +1.5% | +9.4% | +9.6% |
| 1Y | +17.5% | +4.8% | +12.7% | +13.3% |
| 3Y | +59.9% | +30.4% | +29.6% | +31.5% |
| 5Y | +64.1% | +7.3% | +56.9% | +53.9% |
| All | +64.1% | +7.3% | +56.8% | +53.9% |
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