+112.2%
DT vs EMB
+16.3%
+95.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.9% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | +0.1% | -0.3% | +0.3% | +0.5% |
| 3M | +24.1% | -0.3% | +24.4% | +24.7% |
| 6M | +30.1% | +0.7% | +29.4% | +28.4% |
| YTD | +16.8% | +1.3% | +15.5% | +14.2% |
| 1Y | -0.1% | +4.7% | -4.8% | -7.3% |
| 3Y | +6.8% | +30.1% | -23.2% | -29.5% |
| 5Y | -28.4% | +6.9% | -35.2% | -33.3% |
| All | +112.2% | +16.3% | +95.8% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling