+131.7%
EMB vs M
+52.6%
+79.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | 0.0% | +4.7% | -4.7% | -0.2% |
| 30D | -0.3% | -9.6% | +9.3% | +0.1% |
| 3M | -0.4% | +0.9% | -1.3% | -0.5% |
| 6M | +0.1% | +22.3% | -22.2% | -0.9% |
| YTD | +1.6% | +6.5% | -4.9% | +1.0% |
| 1Y | +5.6% | +38.8% | -33.2% | +3.7% |
| 3Y | +29.8% | +115.9% | -86.1% | +23.5% |
| 5Y | +7.3% | +28.6% | -21.4% | +3.0% |
| 10Y | +30.4% | -2.5% | +33.0% | +20.6% |
| All | +131.7% | +52.6% | +79.1% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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