+137.7%
GOOGL vs EMB
+7.3%
+130.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.1% | +0.3% | +0.8% | +0.7% |
| 30D | -4.4% | -0.5% | -3.9% | -3.8% |
| 3M | -6.8% | +0.3% | -7.1% | -7.0% |
| 6M | +13.6% | +1.2% | +12.4% | +12.3% |
| YTD | +8.3% | +1.5% | +6.8% | +6.7% |
| 1Y | +44.9% | +4.8% | +40.1% | +37.6% |
| 3Y | +150.5% | +30.4% | +120.1% | +84.6% |
| 5Y | +137.7% | +7.3% | +130.5% | +147.2% |
| All | +137.7% | +7.3% | +130.4% | +147.2% |
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