+29.1%
EMB vs SHAK
-2.6%
+31.8%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.7% |
| 3M | -1.8% | +9.1% | -10.9% | -2.3% |
| 6M | +0.2% | -31.2% | +31.4% | +1.4% |
| YTD | +0.4% | -21.6% | +22.0% | +0.8% |
| 1Y | +2.8% | -38.8% | +41.6% | +4.4% |
| 3Y | +29.1% | +0.6% | +28.5% | +23.7% |
| All | +29.1% | -2.6% | +31.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling