+236.1%
EW vs EMB
+31.5%
+204.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | 0.0% |
| 7D | +9.3% | +0.5% | +8.8% | +8.7% |
| 30D | +22.1% | +0.9% | +21.2% | +21.0% |
| 3M | +13.0% | -2.1% | +15.1% | +15.7% |
| 6M | +30.1% | -2.2% | +32.3% | +33.3% |
| YTD | +22.0% | -0.6% | +22.6% | +22.9% |
| 1Y | +23.7% | +0.2% | +23.5% | +23.6% |
| 3Y | +62.0% | +29.5% | +32.5% | +22.8% |
| 5Y | -12.4% | +8.0% | -20.4% | -18.4% |
| 10Y | +236.1% | +35.3% | +200.7% | +160.3% |
| All | +236.1% | +31.5% | +204.5% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling