+335.1%
F vs EMB
+132.1%
+202.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +4.6% | -0.3% | +4.9% | +4.9% |
| 3M | -3.7% | -0.4% | -3.2% | -3.2% |
| 6M | +16.8% | +0.1% | +16.7% | +17.1% |
| YTD | +15.3% | +1.6% | +13.7% | +13.9% |
| 1Y | +31.0% | +5.6% | +25.4% | +24.6% |
| 3Y | +45.4% | +29.8% | +15.6% | +13.9% |
| 5Y | +54.7% | +7.3% | +47.4% | +44.2% |
| 10Y | +98.2% | +30.4% | +67.8% | +60.1% |
| All | +335.1% | +132.1% | +202.9% | +197.3% |
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