+42.1%
RF vs EMB
+6.0%
+36.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | -0.1% | -0.8% | -0.8% |
| 30D | +6.0% | +1.3% | +4.7% | +4.6% |
| 3M | -8.9% | -2.7% | -6.2% | -6.2% |
| 6M | +2.3% | -2.8% | +5.2% | +5.5% |
| YTD | +7.6% | -1.1% | +8.7% | +8.9% |
| 1Y | +21.2% | 0.0% | +21.2% | +21.3% |
| 3Y | +108.5% | +28.8% | +79.7% | +64.2% |
| All | +42.1% | +6.0% | +36.1% | +18.4% |
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 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