+183.8%
EXC vs EMB
+30.9%
+152.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.5% |
| 7D | -1.7% | +0.8% | -2.6% | -2.5% |
| 30D | +9.3% | +1.5% | +7.8% | +7.8% |
| 3M | +1.0% | -1.9% | +3.0% | +2.9% |
| 6M | +5.9% | -1.6% | +7.5% | +7.5% |
| YTD | +7.6% | 0.0% | +7.6% | +7.5% |
| 1Y | +2.4% | +1.1% | +1.4% | +1.2% |
| 3Y | +30.2% | +30.9% | -0.6% | +0.1% |
| 5Y | +41.4% | +7.1% | +34.3% | +35.6% |
| 10Y | +183.8% | +31.1% | +152.6% | +124.6% |
| All | +183.8% | +30.9% | +152.9% | +124.6% |
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