+52.0%
EXC vs EMB
+132.1%
-80.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -3.7% | -0.3% | -3.4% | -3.5% |
| 3M | -1.3% | -0.4% | -0.9% | -1.1% |
| 6M | -9.7% | +0.1% | -9.8% | -9.9% |
| YTD | +2.9% | +1.6% | +1.3% | +1.8% |
| 1Y | +4.4% | +5.6% | -1.2% | +0.7% |
| 3Y | +22.2% | +29.8% | -7.6% | +3.3% |
| 5Y | +46.7% | +7.3% | +39.4% | +39.2% |
| 10Y | +155.3% | +30.4% | +124.9% | +119.3% |
| All | +52.0% | +132.1% | -80.2% | +19.4% |
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