+131.0%
EMB vs DGX
+510.8%
-379.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.3% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | -0.3% | +15.6% | -15.9% | -1.9% |
| 6M | +0.7% | +17.8% | -17.0% | -1.2% |
| YTD | +1.3% | +37.5% | -36.2% | -2.4% |
| 1Y | +4.7% | +31.2% | -26.5% | +1.3% |
| 3Y | +30.1% | +96.6% | -66.5% | +19.7% |
| 5Y | +6.9% | +64.9% | -58.1% | -0.2% |
| 10Y | +30.7% | +254.6% | -223.9% | +10.9% |
| All | +131.0% | +510.8% | -379.8% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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