+36.2%
EMB vs DG
+105.2%
-69.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +0.4% | +3.2% | -2.9% | +0.2% |
| 3M | -3.1% | +10.4% | -13.5% | -3.7% |
| 6M | -2.1% | +33.2% | -35.2% | -3.6% |
| YTD | -1.1% | +3.0% | -4.1% | -1.5% |
| 1Y | -0.1% | +31.2% | -31.3% | -1.7% |
| 3Y | +29.6% | +21.8% | +7.8% | +26.6% |
| 5Y | +7.2% | -35.0% | +42.2% | +9.1% |
| All | +36.2% | +105.2% | -69.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling