+768.9%
NDAQ vs EMB
+127.1%
+641.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | -0.1% | +0.9% | +0.9% |
| 30D | +16.5% | +1.3% | +15.2% | +15.5% |
| 3M | +13.5% | -2.2% | +15.7% | +15.5% |
| 6M | +20.9% | -2.3% | +23.3% | +23.1% |
| YTD | +11.4% | -0.6% | +12.0% | +11.9% |
| 1Y | +25.9% | +0.5% | +25.4% | +25.5% |
| 3Y | +119.9% | +29.4% | +90.4% | +83.3% |
| 5Y | +61.7% | +6.5% | +55.3% | +54.0% |
| 10Y | +481.6% | +29.8% | +451.8% | +390.9% |
| All | +768.9% | +127.1% | +641.8% | +383.2% |
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 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