+40.4%
EXC vs EMB
+7.3%
+33.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.4% | -0.9% | +2.3% | +1.9% |
| 30D | +8.6% | +0.4% | +8.2% | +8.4% |
| 3M | +2.4% | -3.1% | +5.5% | +4.4% |
| 6M | +6.5% | -2.1% | +8.5% | +7.8% |
| YTD | +9.0% | -1.1% | +10.1% | +9.7% |
| 1Y | +4.6% | -0.1% | +4.6% | +4.5% |
| 3Y | +33.5% | +29.6% | +3.9% | +13.6% |
| All | +40.4% | +7.3% | +33.2% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling