+131.7%
EMB vs BB
-92.4%
+224.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -5.6% | +5.6% | +0.2% |
| 30D | -0.3% | -11.8% | +11.5% | +0.1% |
| 3M | -0.4% | -25.5% | +25.1% | +0.3% |
| 6M | +0.1% | +121.3% | -121.1% | -2.8% |
| YTD | +1.6% | +103.2% | -101.6% | -1.2% |
| 1Y | +5.6% | +102.6% | -97.0% | +2.6% |
| 3Y | +29.8% | +37.5% | -7.7% | +26.3% |
| 5Y | +7.3% | -30.4% | +37.7% | +5.3% |
| 10Y | +30.4% | 0.0% | +30.4% | +22.8% |
| All | +131.7% | -92.4% | +224.1% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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