+767.4%
GOOG vs EMB
+30.4%
+736.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.6% |
| 7D | -2.5% | -1.1% | -1.4% | -1.2% |
| 30D | -3.6% | -1.1% | -2.5% | -2.4% |
| 3M | -6.4% | -0.8% | -5.7% | -5.4% |
| 6M | +7.8% | -0.1% | +7.8% | +8.2% |
| YTD | +5.5% | +0.4% | +5.0% | +5.3% |
| 1Y | +38.3% | +3.3% | +35.0% | +33.8% |
| 3Y | +143.1% | +29.0% | +114.0% | +82.3% |
| 5Y | +135.0% | +6.3% | +128.7% | +121.5% |
| All | +767.4% | +30.4% | +736.9% | +565.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling