+7.3%
DT vs EMB
+31.1%
-23.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | +2.0% | -0.3% | +2.3% | +2.4% |
| 3M | +20.0% | -0.4% | +20.4% | +20.6% |
| 6M | +39.3% | +0.1% | +39.2% | +39.2% |
| YTD | +19.8% | +1.6% | +18.2% | +17.5% |
| 1Y | +4.3% | +5.6% | -1.3% | -2.3% |
| All | +7.3% | +31.1% | -23.7% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling