+1,915.7%
GOOGL vs EMB
+132.1%
+1,783.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -6.6% | -0.3% | -6.3% | -6.3% |
| 3M | -8.9% | -0.4% | -8.5% | -8.6% |
| 6M | +11.9% | +0.1% | +11.8% | +12.1% |
| YTD | +8.3% | +1.6% | +6.8% | +7.4% |
| 1Y | +46.2% | +5.6% | +40.6% | +40.9% |
| 3Y | +151.9% | +29.8% | +122.0% | +110.0% |
| 5Y | +137.7% | +7.3% | +130.4% | +124.2% |
| 10Y | +757.6% | +30.4% | +727.1% | +637.6% |
| All | +1,915.7% | +132.1% | +1,783.5% | +1,414.7% |
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