+69.4%
F vs EMB
+36.2%
+33.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.2% |
| 30D | +2.1% | +1.3% | +0.8% | +0.2% |
| 3M | -10.3% | -1.7% | -8.6% | -7.8% |
| 6M | +3.3% | -1.8% | +5.0% | +6.4% |
| YTD | -2.0% | -0.2% | -1.8% | -1.1% |
| 1Y | -2.3% | +0.7% | -2.9% | -2.6% |
| 3Y | +49.9% | +30.1% | +19.8% | +4.1% |
| 5Y | -12.5% | +8.5% | -20.9% | -21.1% |
| All | +69.4% | +36.2% | +33.3% | +24.2% |
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