+28.6%
P vs EMB
-0.6%
+29.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.5% |
| 7D | +11.6% | -0.9% | +12.5% | +13.5% |
| 30D | -23.7% | +0.4% | -24.0% | -24.1% |
| 3M | -8.0% | -3.1% | -4.9% | -0.7% |
| 6M | +27.9% | -2.1% | +30.0% | +34.9% |
| YTD | +61.2% | -1.1% | +62.2% | +63.5% |
| 1Y | +28.6% | -0.1% | +28.7% | +22.8% |
| All | +28.6% | -0.6% | +29.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling