+9,572.8%
FIX vs EMB
+126.0%
+9,446.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.1% |
| 7D | -27.2% | -0.3% | -26.9% | -27.1% |
| 30D | -46.9% | +1.1% | -48.0% | -47.5% |
| 3M | -44.4% | -2.9% | -41.5% | -43.0% |
| 6M | -50.9% | -2.1% | -48.8% | -50.0% |
| YTD | +3.5% | -1.1% | +4.7% | +5.0% |
| 1Y | -2.1% | +0.3% | -2.4% | -1.9% |
| 3Y | +418.7% | +27.7% | +391.0% | +328.2% |
| 5Y | +894.6% | +6.0% | +888.6% | +851.0% |
| 10Y | +3,465.5% | +29.1% | +3,436.4% | +2,914.8% |
| All | +9,572.8% | +126.0% | +9,446.9% | +6,029.3% |
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