+6.3%
EMB vs SHAK
-27.4%
+33.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.1% | -11.0% | +9.9% | -0.4% |
| 30D | -1.1% | -14.0% | +13.0% | -0.2% |
| 3M | -0.8% | +13.3% | -14.0% | -1.7% |
| 6M | -0.1% | -35.3% | +35.3% | +2.0% |
| YTD | +0.4% | -24.0% | +24.4% | +1.3% |
| 1Y | +3.3% | -36.7% | +40.0% | +5.3% |
| 3Y | +29.0% | -5.4% | +34.4% | +24.5% |
| 5Y | +6.3% | -24.9% | +31.2% | +0.5% |
| All | +6.3% | -27.4% | +33.7% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling