+742.7%
ON vs EMB
+127.1%
+615.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.5% |
| 7D | -4.1% | +0.5% | -4.6% | -4.7% |
| 30D | -10.2% | +0.9% | -11.1% | -11.2% |
| 3M | -12.7% | -2.1% | -10.6% | -10.2% |
| 6M | -32.5% | -2.2% | -30.3% | -30.1% |
| YTD | +28.6% | -0.6% | +29.2% | +30.7% |
| 1Y | +43.4% | +0.2% | +43.2% | +44.3% |
| 3Y | +3.3% | +29.5% | -26.2% | -24.1% |
| 5Y | +22.5% | +8.0% | +14.5% | +14.2% |
| 10Y | +535.7% | +35.3% | +500.4% | +414.5% |
| All | +742.7% | +127.1% | +615.6% | +458.5% |
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