+493.7%
O vs EMB
+132.1%
+361.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -1.9% | -0.3% | -1.6% | -1.7% |
| 3M | +3.8% | -0.4% | +4.3% | +4.1% |
| 6M | -4.7% | +0.1% | -4.9% | -4.9% |
| YTD | +12.5% | +1.6% | +10.9% | +11.2% |
| 1Y | +10.8% | +5.6% | +5.2% | +6.7% |
| 3Y | +28.8% | +29.8% | -1.1% | +7.7% |
| 5Y | +13.2% | +7.3% | +5.9% | +7.1% |
| 10Y | +53.5% | +30.4% | +23.0% | +31.5% |
| All | +493.7% | +132.1% | +361.6% | +313.6% |
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