+2,505.6%
EW vs EMB
+126.0%
+2,379.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.0% | -0.1% | +11.1% | +11.1% |
| 30D | +19.1% | +1.3% | +17.8% | +18.1% |
| 3M | +14.4% | -2.7% | +17.1% | +16.6% |
| 6M | +22.8% | -2.8% | +25.6% | +25.2% |
| YTD | +19.8% | -1.1% | +20.9% | +20.9% |
| 1Y | +23.9% | 0.0% | +23.9% | +24.1% |
| 3Y | +52.2% | +28.8% | +23.4% | +28.8% |
| 5Y | -13.9% | +6.0% | -19.9% | -17.8% |
| 10Y | +241.9% | +29.1% | +212.7% | +198.6% |
| All | +2,505.6% | +126.0% | +2,379.7% | +1,717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling