+11.9%
IR vs EMB
+30.3%
-18.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -15.1% | -0.3% | -14.8% | -14.7% |
| 3M | +6.1% | -0.4% | +6.5% | +6.9% |
| 6M | -16.8% | +0.1% | -16.9% | -16.7% |
| YTD | -3.5% | +1.6% | -5.1% | -5.3% |
| 1Y | -3.5% | +5.6% | -9.1% | -10.0% |
| All | +11.9% | +30.3% | -18.4% | -15.8% |
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