-43.0%
DT vs EMB
+6.6%
-49.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -24.7% | -0.1% | -24.6% | -24.5% |
| 30D | -27.4% | +1.3% | -28.7% | -28.6% |
| 3M | -11.1% | -2.2% | -8.9% | -8.3% |
| 6M | +13.7% | -2.3% | +16.0% | +17.5% |
| YTD | +0.2% | -0.6% | +0.9% | +0.8% |
| 1Y | -5.7% | +0.5% | -6.2% | -6.7% |
| 3Y | -8.1% | +29.4% | -37.5% | -37.0% |
| All | -43.0% | +6.6% | -49.5% | -45.7% |
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