+9.5%
EMB vs PL
+46.6%
-37.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.5% | -13.9% | +0.2% |
| 7D | +0.8% | +10.9% | -10.1% | +0.5% |
| 30D | +1.5% | -16.4% | +17.9% | +1.9% |
| 3M | -1.9% | -39.9% | +38.0% | -0.7% |
| 6M | -1.6% | -63.2% | +61.6% | +0.6% |
| YTD | 0.0% | -27.1% | +27.1% | -0.3% |
| 1Y | +1.1% | +12.2% | -11.1% | -0.8% |
| 3Y | +30.9% | +584.3% | -553.4% | +16.7% |
| 5Y | +7.1% | +37.0% | -29.9% | -2.0% |
| All | +9.5% | +46.6% | -37.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling