+131.7%
EMB vs DLTR
+1,419.3%
-1,287.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | 0.0% | +2.5% | -2.5% | -0.1% |
| 30D | -0.3% | +2.1% | -2.4% | -0.4% |
| 3M | -0.4% | +20.3% | -20.7% | -1.4% |
| 6M | +0.1% | +11.5% | -11.4% | -0.7% |
| YTD | +1.6% | +6.8% | -5.2% | +0.9% |
| 1Y | +5.6% | +31.1% | -25.5% | +3.7% |
| 3Y | +29.8% | +10.7% | +19.2% | +27.6% |
| 5Y | +7.3% | +41.6% | -34.3% | +3.2% |
| 10Y | +30.4% | +58.1% | -27.7% | +22.9% |
| All | +131.7% | +1,419.3% | -1,287.6% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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