-28.1%
DT vs EMB
+7.3%
-35.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -2.9% |
| 7D | -4.9% | +0.3% | -5.1% | -5.2% |
| 30D | +2.7% | -0.5% | +3.2% | +3.4% |
| 3M | +20.0% | +0.3% | +19.6% | +19.5% |
| 6M | +28.0% | +1.2% | +26.9% | +25.8% |
| YTD | +16.0% | +1.5% | +14.6% | +13.4% |
| 1Y | +0.7% | +4.8% | -4.1% | -6.0% |
| 3Y | +6.2% | +30.4% | -24.2% | -27.4% |
| 5Y | -28.1% | +7.3% | -35.4% | -30.8% |
| All | -28.1% | +7.3% | -35.5% | -30.8% |
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