+591.8%
ON vs EMB
+29.7%
+562.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -11.0% | -0.3% | -10.8% | -10.5% |
| 3M | -39.3% | -0.3% | -39.0% | -38.7% |
| 6M | +19.8% | +0.7% | +19.1% | +18.7% |
| YTD | +31.1% | +1.3% | +29.8% | +28.7% |
| 1Y | +46.0% | +4.7% | +41.3% | +33.4% |
| 3Y | -27.5% | +30.1% | -57.6% | -58.3% |
| 5Y | +56.9% | +6.9% | +50.0% | +48.3% |
| 10Y | +591.8% | +30.7% | +561.1% | +358.0% |
| All | +591.8% | +29.7% | +562.1% | +358.0% |
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