+276.8%
FITB vs EMB
+132.1%
+144.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -4.7% | -0.3% | -4.4% | -4.4% |
| 3M | +6.7% | -0.4% | +7.1% | +7.2% |
| 6M | +12.6% | +0.1% | +12.4% | +12.5% |
| YTD | +19.1% | +1.6% | +17.5% | +17.1% |
| 1Y | +22.6% | +5.6% | +17.0% | +15.4% |
| 3Y | +127.1% | +29.8% | +97.3% | +70.8% |
| 5Y | +71.8% | +7.3% | +64.5% | +59.3% |
| 10Y | +287.2% | +30.4% | +256.7% | +203.9% |
| All | +276.8% | +132.1% | +144.7% | +122.2% |
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