+178.5%
EXE vs EMB
+8.8%
+169.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | +8.5% | -0.3% | +8.8% | +8.6% |
| 3M | +5.5% | -0.4% | +5.9% | +5.6% |
| 6M | -5.9% | +0.1% | -6.0% | -6.1% |
| YTD | -9.7% | +1.6% | -11.3% | -10.8% |
| 1Y | +3.6% | +5.6% | -2.0% | 0.0% |
| 3Y | +18.0% | +29.8% | -11.8% | +1.1% |
| 5Y | +109.4% | +7.3% | +102.1% | +82.7% |
| All | +178.5% | +8.8% | +169.7% | +139.5% |
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 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