+125.6%
EW vs EMB
+29.7%
+95.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -6.4% | -0.3% | -6.1% | -6.1% |
| 3M | -1.6% | -0.3% | -1.3% | -1.2% |
| 6M | +2.3% | +0.7% | +1.5% | +1.5% |
| YTD | +1.1% | +1.3% | -0.2% | -0.2% |
| 1Y | +8.0% | +4.7% | +3.3% | +3.0% |
| 3Y | +16.3% | +30.1% | -13.7% | -12.2% |
| 5Y | -29.4% | +6.9% | -36.3% | -33.4% |
| 10Y | +125.6% | +30.7% | +94.9% | +83.6% |
| All | +125.6% | +29.7% | +95.9% | +83.6% |
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