+129.7%
EMB vs BTG
+378.0%
-248.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | 0.0% |
| 7D | +0.3% | +4.8% | -4.5% | +0.1% |
| 30D | -0.5% | +8.3% | -8.8% | -0.9% |
| 3M | +0.3% | +32.3% | -32.0% | -1.1% |
| 6M | +1.2% | +3.0% | -1.8% | +0.6% |
| YTD | +1.5% | +21.9% | -20.4% | 0.0% |
| 1Y | +4.8% | +28.2% | -23.4% | +2.9% |
| 3Y | +30.4% | +99.9% | -69.5% | +24.6% |
| 5Y | +7.3% | +73.6% | -66.3% | +2.5% |
| 10Y | +29.7% | +136.5% | -106.8% | +20.3% |
| All | +129.7% | +378.0% | -248.3% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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