+6.9%
EMB vs DG
-39.5%
+46.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | 0.0% | -4.8% | +4.8% | +0.2% |
| 30D | -0.3% | +1.8% | -2.0% | -0.3% |
| 3M | -0.3% | +14.5% | -14.8% | -0.8% |
| 6M | +0.7% | -13.6% | +14.3% | +1.1% |
| YTD | +1.3% | -4.8% | +6.1% | +1.3% |
| 1Y | +4.7% | +21.6% | -16.9% | +3.8% |
| 3Y | +30.1% | +4.5% | +25.6% | +28.8% |
| 5Y | +6.9% | -38.5% | +45.3% | +9.3% |
| All | +6.9% | -39.5% | +46.4% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling