+497.8%
DIA vs EMB
+127.1%
+370.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +1.1% | +0.9% | +0.2% | +0.6% |
| 3M | -2.9% | -2.1% | -0.8% | -1.5% |
| 6M | +5.9% | -2.2% | +8.1% | +7.5% |
| YTD | +9.8% | -0.6% | +10.4% | +10.4% |
| 1Y | +11.7% | +0.2% | +11.5% | +11.8% |
| 3Y | +59.5% | +29.5% | +30.0% | +35.9% |
| 5Y | +57.5% | +8.0% | +49.6% | +49.5% |
| 10Y | +235.9% | +35.3% | +200.6% | +188.3% |
| All | +497.8% | +127.1% | +370.7% | +371.5% |
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