+12.7%
FIX vs EMB
+0.5%
+12.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -7.2% | -0.3% | -6.9% | -6.4% |
| 3M | -15.9% | -0.4% | -15.4% | -14.4% |
| 6M | +12.7% | +0.1% | +12.6% | +13.3% |
| All | +12.7% | +0.5% | +12.3% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling