+32.1%
P vs EMB
-2.1%
+34.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +4.9% |
| 7D | +17.8% | -0.7% | +18.5% | +19.3% |
| 30D | -29.9% | +0.5% | -30.4% | -30.3% |
| 3M | -1.2% | -2.5% | +1.3% | +7.9% |
| 6M | +32.1% | -2.0% | +34.1% | +40.2% |
| All | +32.1% | -2.1% | +34.2% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling