-30.8%
DOW vs EMB
+7.0%
-37.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.9% |
| 7D | -9.4% | +0.8% | -10.2% | -10.1% |
| 30D | +8.9% | +1.5% | +7.4% | +7.6% |
| 3M | +6.7% | -1.9% | +8.7% | +8.3% |
| 6M | -14.2% | -1.6% | -12.6% | -13.4% |
| YTD | +36.9% | 0.0% | +36.9% | +35.6% |
| 1Y | +45.8% | +1.1% | +44.7% | +42.8% |
| 3Y | -23.9% | +30.9% | -54.8% | -40.1% |
| 5Y | -30.8% | +7.1% | -37.8% | -43.0% |
| All | -30.8% | +7.0% | -37.8% | -43.0% |
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