+140.7%
GOOG vs EMB
+30.5%
+110.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -7.7% | -0.3% | -7.4% | -7.3% |
| 3M | -9.3% | -0.3% | -9.0% | -8.7% |
| 6M | +7.4% | +0.7% | +6.7% | +6.7% |
| YTD | +4.9% | +1.3% | +3.6% | +3.4% |
| 1Y | +37.2% | +4.7% | +32.5% | +30.0% |
| All | +140.7% | +30.5% | +110.2% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling