+469.1%
P vs EMB
+44.7%
+424.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -23.8% | -0.1% | -23.7% | -23.6% |
| 30D | -36.6% | +1.3% | -37.9% | -37.9% |
| 3M | +10.9% | -2.7% | +13.6% | +16.0% |
| 6M | +30.0% | -2.8% | +32.8% | +36.5% |
| YTD | +44.4% | -1.1% | +45.5% | +47.5% |
| 1Y | +3.9% | 0.0% | +3.9% | +4.4% |
| 3Y | +176.6% | +28.8% | +147.8% | +90.8% |
| 5Y | +249.3% | +6.0% | +243.3% | +237.1% |
| 10Y | +726.9% | +29.1% | +697.8% | +531.7% |
| All | +469.1% | +44.7% | +424.4% | +262.1% |
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