+29.6%
EMB vs BG
+6.5%
+23.1%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.0% |
| 30D | +0.4% | -6.7% | +7.0% | +0.5% |
| 3M | -3.1% | -9.3% | +6.1% | -2.9% |
| 6M | -2.1% | -18.3% | +16.3% | -1.5% |
| YTD | -1.1% | +16.2% | -17.3% | -2.2% |
| 1Y | -0.1% | +7.6% | -7.6% | -0.8% |
| 3Y | +29.6% | +6.6% | +23.0% | +27.4% |
| All | +29.6% | +6.5% | +23.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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