+58.9%
EXC vs EMB
+126.0%
-67.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | +1.6% | -2.7% | +4.3% | +3.4% |
| 6M | +3.3% | -2.8% | +6.1% | +5.1% |
| YTD | +7.6% | -1.1% | +8.7% | +8.2% |
| 1Y | +3.5% | 0.0% | +3.5% | +3.4% |
| 3Y | +27.7% | +28.8% | -1.1% | +8.5% |
| 5Y | +41.1% | +6.0% | +35.2% | +35.0% |
| 10Y | +178.2% | +29.1% | +149.1% | +141.5% |
| All | +58.9% | +126.0% | -67.1% | +27.0% |
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