+469.3%
NDAQ vs EMB
+30.9%
+438.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.7% |
| 7D | -0.1% | +0.8% | -0.9% | -0.8% |
| 30D | +15.9% | +1.5% | +14.4% | +14.3% |
| 3M | +15.1% | -1.9% | +17.0% | +17.2% |
| 6M | +22.9% | -1.6% | +24.5% | +24.7% |
| YTD | +12.8% | 0.0% | +12.8% | +12.8% |
| 1Y | +26.0% | +1.1% | +25.0% | +24.7% |
| 3Y | +119.7% | +30.9% | +88.8% | +73.0% |
| 5Y | +65.4% | +7.1% | +58.3% | +56.3% |
| 10Y | +469.3% | +31.1% | +438.1% | +386.8% |
| All | +469.3% | +30.9% | +438.4% | +386.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling