+7.8%
ON vs EMB
+6.6%
+1.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -11.7% | -0.1% | -11.6% | -11.4% |
| 30D | -23.3% | +1.3% | -24.6% | -25.2% |
| 3M | -19.2% | -2.2% | -16.9% | -15.4% |
| 6M | -40.1% | -2.3% | -37.8% | -36.8% |
| YTD | +16.9% | -0.6% | +17.5% | +19.6% |
| 1Y | +29.7% | +0.5% | +29.3% | +29.9% |
| 3Y | -4.4% | +29.4% | -33.8% | -39.2% |
| All | +7.8% | +6.6% | +1.3% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling