+127.9%
EMB vs M
+65.9%
+62.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.4% | -3.3% | +2.9% | -0.3% |
| 30D | +1.5% | +8.1% | -6.6% | +1.1% |
| 3M | -1.6% | +2.2% | -3.8% | -1.8% |
| 6M | -1.5% | +35.1% | -36.6% | -3.0% |
| YTD | -0.1% | +15.8% | -15.9% | -1.1% |
| 1Y | +0.5% | +25.8% | -25.3% | -0.9% |
| 3Y | +30.2% | +156.2% | -126.0% | +22.9% |
| 5Y | +8.6% | -2.4% | +10.9% | +5.5% |
| 10Y | +36.9% | -7.1% | +44.0% | +26.7% |
| All | +127.9% | +65.9% | +62.0% | +94.4% |
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