+128.8%
GOOG vs EMB
+7.1%
+121.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 6M | +7.4% | +0.7% | +6.7% | +6.8% |
| YTD | +4.9% | +1.3% | +3.6% | +3.6% |
| 1Y | +37.2% | +4.7% | +32.5% | +30.4% |
| 3Y | +141.6% | +30.1% | +111.5% | +78.4% |
| 5Y | +128.8% | +6.9% | +121.9% | +142.4% |
| All | +128.8% | +7.1% | +121.6% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling