+270.2%
F vs EMB
+126.0%
+144.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | -0.1% | +1.6% | +1.7% |
| 30D | +2.6% | +1.3% | +1.3% | +1.4% |
| 3M | -8.8% | -2.7% | -6.1% | -6.1% |
| 6M | +4.6% | -2.8% | +7.5% | +8.0% |
| YTD | -1.9% | -1.1% | -0.8% | -0.3% |
| 1Y | -0.8% | 0.0% | -0.7% | -0.2% |
| 3Y | +43.5% | +28.8% | +14.7% | +13.5% |
| 5Y | -12.1% | +6.0% | -18.0% | -16.6% |
| 10Y | +83.6% | +29.1% | +54.5% | +50.8% |
| All | +270.2% | +126.0% | +144.2% | +160.2% |
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 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