-0.3%
EMB vs PL
+10.1%
-10.4%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -0.7% | +22.3% | -22.9% | -0.9% |
| 30D | +0.5% | -8.3% | +8.8% | +0.6% |
| 3M | -2.5% | -43.3% | +40.8% | -1.9% |
| 6M | -2.0% | -65.8% | +63.8% | -1.1% |
| YTD | -0.9% | -29.5% | +28.7% | -0.2% |
| 1Y | -0.3% | +11.7% | -12.0% | -0.1% |
| All | -0.3% | +10.1% | -10.4% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling