+6.1%
EMB vs PL
+20.8%
-14.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.4% | -0.3% |
| 7D | -0.1% | -6.8% | +6.7% | +0.1% |
| 30D | +1.3% | -29.3% | +30.6% | +2.2% |
| 3M | -2.7% | -44.8% | +42.0% | -1.3% |
| 6M | -2.8% | -68.4% | +65.6% | -0.2% |
| YTD | -1.1% | -36.4% | +35.2% | -1.0% |
| 1Y | 0.0% | +0.7% | -0.7% | -1.6% |
| 3Y | +28.8% | +455.3% | -426.5% | +15.6% |
| All | +6.1% | +20.8% | -14.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling