-10.8%
DOW vs EMB
+23.4%
-34.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +0.4% | -0.3% | +0.7% | +0.6% |
| 3M | -14.4% | -0.4% | -14.0% | -14.3% |
| 6M | -7.0% | +0.1% | -7.1% | -8.1% |
| YTD | +30.2% | +1.6% | +28.6% | +26.3% |
| 1Y | +29.2% | +5.6% | +23.6% | +19.1% |
| 3Y | -36.7% | +29.8% | -66.5% | -54.9% |
| 5Y | -37.7% | +7.3% | -45.0% | -40.7% |
| All | -10.8% | +23.4% | -34.2% | -18.6% |
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 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