+2.8%
EMB vs SHAK
-34.9%
+37.7%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.2% |
| 7D | -1.2% | -8.3% | +7.1% | -0.9% |
| 30D | -1.3% | -12.6% | +11.4% | -0.9% |
| 3M | -1.8% | +9.1% | -10.9% | -2.1% |
| 6M | +0.2% | -31.2% | +31.4% | +1.0% |
| YTD | +0.4% | -21.6% | +22.0% | +0.8% |
| 1Y | +2.8% | -38.8% | +41.6% | +3.9% |
| All | +2.8% | -34.9% | +37.7% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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