+131.4%
EMB vs BG
+62.4%
+69.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.4% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | -0.5% | +15.0% | -15.5% | -1.6% |
| 3M | +0.3% | -0.7% | +1.0% | +0.2% |
| 6M | +1.2% | +7.5% | -6.3% | +0.4% |
| YTD | +1.5% | +41.6% | -40.1% | -1.6% |
| 1Y | +4.8% | +50.7% | -45.9% | +1.0% |
| 3Y | +30.4% | +20.3% | +10.1% | +27.3% |
| 5Y | +7.3% | +85.2% | -78.0% | +0.2% |
| 10Y | +29.7% | +160.6% | -130.9% | +14.6% |
| All | +131.4% | +62.4% | +69.0% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling