+131.7%
EMB vs DAR
+488.9%
-357.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | -0.3% | +12.8% | -13.1% | -1.2% |
| 3M | -0.4% | +7.4% | -7.8% | -1.0% |
| 6M | +0.1% | +22.3% | -22.1% | -1.4% |
| YTD | +1.6% | +81.1% | -79.5% | -2.7% |
| 1Y | +5.6% | +106.5% | -100.9% | +0.1% |
| 3Y | +29.8% | +5.3% | +24.5% | +27.5% |
| 5Y | +7.3% | -11.5% | +18.8% | +5.6% |
| 10Y | +30.4% | +353.3% | -322.9% | +12.7% |
| All | +131.7% | +488.9% | -357.2% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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