+275.1%
P vs EMB
+8.4%
+266.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | -4.7% | -0.4% | -4.3% | -4.0% |
| 30D | -31.4% | +1.5% | -33.0% | -32.9% |
| 3M | -2.6% | -1.6% | -1.1% | -0.2% |
| 6M | +21.9% | -1.5% | +23.4% | +25.1% |
| YTD | +58.9% | -0.1% | +59.0% | +59.7% |
| 1Y | +21.7% | +0.5% | +21.2% | +21.4% |
| 3Y | +193.3% | +30.2% | +163.1% | +113.9% |
| 5Y | +275.1% | +8.6% | +266.6% | +282.5% |
| All | +275.1% | +8.4% | +266.8% | +282.5% |
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 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