+183.6%
EXC vs EMB
+30.1%
+153.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | +10.0% | +1.3% | +8.7% | +8.7% |
| 3M | +1.6% | -2.2% | +3.9% | +3.8% |
| 6M | +3.3% | -2.3% | +5.6% | +5.5% |
| YTD | +7.6% | -0.6% | +8.2% | +8.0% |
| 1Y | +3.5% | +0.5% | +3.0% | +2.8% |
| 3Y | +27.7% | +29.4% | -1.8% | -0.8% |
| 5Y | +41.1% | +6.5% | +34.6% | +36.0% |
| All | +183.6% | +30.1% | +153.5% | +125.8% |
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