+266.6%
EW vs EMB
+36.8%
+229.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.8% |
| 7D | +4.9% | -0.7% | +5.6% | +5.7% |
| 30D | +24.1% | +0.5% | +23.5% | +23.4% |
| 3M | +13.7% | -2.5% | +16.2% | +16.8% |
| 6M | +32.7% | -2.0% | +34.7% | +35.7% |
| YTD | +24.1% | -0.9% | +25.0% | +25.4% |
| 1Y | +23.6% | -0.3% | +23.9% | +24.2% |
| 3Y | +64.8% | +29.2% | +35.6% | +25.3% |
| 5Y | -8.8% | +7.4% | -16.2% | -14.5% |
| All | +266.6% | +36.8% | +229.8% | +194.8% |
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