+131.7%
EMB vs STZ
+526.4%
-394.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -0.3% | -1.9% | +1.6% | -0.2% |
| 3M | -0.4% | -6.2% | +5.8% | 0.0% |
| 6M | +0.1% | -14.0% | +14.1% | +1.1% |
| YTD | +1.6% | -5.1% | +6.7% | +1.7% |
| 1Y | +5.6% | -9.6% | +15.2% | +6.0% |
| 3Y | +29.8% | -47.2% | +77.1% | +35.3% |
| 5Y | +7.3% | -33.6% | +40.9% | +9.6% |
| 10Y | +30.4% | -9.8% | +40.2% | +28.8% |
| All | +131.7% | +526.4% | -394.7% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 all: compounded portfolio wealth divided by compounded STZ 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…
all analysis · Full analysis span regression · 6 months rolling