+16,042.5%
FIX vs EMB
+132.1%
+15,910.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -7.2% | -0.3% | -6.9% | -7.0% |
| 3M | -15.9% | -0.4% | -15.4% | -15.4% |
| 6M | +12.7% | +0.1% | +12.6% | +13.2% |
| YTD | +72.8% | +1.6% | +71.2% | +71.3% |
| 1Y | +122.9% | +5.6% | +117.3% | +113.8% |
| 3Y | +774.3% | +29.8% | +744.5% | +611.8% |
| 5Y | +2,049.5% | +7.3% | +2,042.2% | +1,930.6% |
| 10Y | +5,821.5% | +30.4% | +5,791.0% | +4,839.0% |
| All | +16,042.5% | +132.1% | +15,910.4% | +9,896.7% |
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