+100.4%
EMB vs DG
+631.4%
-531.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.5% | +5.2% | -4.7% | +0.3% |
| 30D | +0.9% | +7.9% | -7.0% | +0.5% |
| 3M | -2.1% | +12.7% | -14.8% | -2.6% |
| 6M | -2.2% | +22.4% | -24.6% | -3.1% |
| YTD | -0.6% | +5.4% | -6.0% | -1.0% |
| 1Y | +0.2% | +39.4% | -39.2% | -1.3% |
| 3Y | +29.5% | +24.1% | +5.4% | +27.2% |
| 5Y | +8.0% | -32.2% | +40.2% | +8.7% |
| 10Y | +35.3% | +111.8% | -76.5% | +31.6% |
| All | +100.4% | +631.4% | -531.0% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling