+485.4%
P vs EMB
+48.7%
+436.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | 0.0% | +6.5% | +6.6% |
| 30D | +18.8% | -0.3% | +19.1% | +19.4% |
| 3M | +26.7% | -0.4% | +27.2% | +27.9% |
| 6M | +62.2% | +0.1% | +62.1% | +62.3% |
| YTD | +48.5% | +1.6% | +46.9% | +45.2% |
| 1Y | +26.4% | +5.6% | +20.8% | +16.2% |
| 3Y | +159.4% | +29.8% | +129.6% | +76.2% |
| 5Y | +275.8% | +7.3% | +268.5% | +256.1% |
| 10Y | +732.0% | +30.4% | +701.6% | +525.6% |
| All | +485.4% | +48.7% | +436.7% | +256.4% |
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 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