+1,906.7%
GOOG vs EMB
+131.9%
+1,774.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -5.1% | -0.5% | -4.6% | -4.7% |
| 3M | -7.1% | +0.3% | -7.4% | -7.2% |
| 6M | +12.7% | +1.2% | +11.5% | +12.0% |
| YTD | +7.1% | +1.5% | +5.6% | +6.2% |
| 1Y | +43.6% | +4.8% | +38.8% | +39.2% |
| 3Y | +146.8% | +30.4% | +116.4% | +105.3% |
| 5Y | +133.7% | +7.3% | +126.4% | +120.5% |
| 10Y | +773.3% | +29.7% | +743.6% | +653.3% |
| All | +1,906.7% | +131.9% | +1,774.9% | +1,410.0% |
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