+14.5%
FIX vs EMB
+1.1%
+13.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.6% | +8.8% | +7.7% |
| 7D | -7.2% | +0.8% | -8.1% | -9.3% |
| 30D | -35.1% | +1.5% | -36.6% | -37.9% |
| 3M | -34.3% | -1.9% | -32.3% | -29.5% |
| 6M | -42.9% | -1.6% | -41.3% | -39.3% |
| YTD | +19.5% | 0.0% | +19.4% | +21.2% |
| All | +14.5% | +1.1% | +13.4% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling