+38.3%
GOOG vs EMB
+3.6%
+34.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +2.5% |
| 7D | -2.5% | -1.1% | -1.4% | 0.0% |
| 30D | -3.6% | -1.1% | -2.5% | -1.2% |
| 3M | -6.4% | -0.8% | -5.7% | -4.5% |
| 6M | +7.8% | -0.1% | +7.8% | +8.4% |
| YTD | +5.5% | +0.4% | +5.0% | +4.6% |
| 1Y | +38.3% | +3.3% | +35.0% | +27.4% |
| All | +38.3% | +3.6% | +34.6% | +27.4% |
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