+48.1%
F vs EMB
+29.7%
+18.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -0.8% |
| 7D | -0.2% | +0.5% | -0.7% | -1.1% |
| 30D | +0.9% | +0.9% | 0.0% | -0.7% |
| 3M | -11.3% | -2.1% | -9.2% | -7.6% |
| 6M | +2.0% | -2.2% | +4.2% | +6.7% |
| YTD | -3.2% | -0.6% | -2.6% | -1.3% |
| 1Y | -3.5% | +0.2% | -3.7% | -2.9% |
| 3Y | +48.1% | +29.5% | +18.6% | 0.0% |
| All | +48.1% | +29.7% | +18.4% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling