+683.2%
NDAQ vs EMB
+132.1%
+551.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +2.5% | -0.3% | +2.8% | +2.7% |
| 3M | +9.9% | -0.4% | +10.3% | +10.3% |
| 6M | +9.4% | +0.1% | +9.3% | +9.3% |
| YTD | +0.4% | +1.6% | -1.2% | -0.8% |
| 1Y | +4.0% | +5.6% | -1.6% | -0.1% |
| 3Y | +94.4% | +29.8% | +64.6% | +61.5% |
| 5Y | +56.7% | +7.3% | +49.4% | +48.2% |
| 10Y | +375.3% | +30.4% | +344.9% | +298.5% |
| All | +683.2% | +132.1% | +551.1% | +328.3% |
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