+46.0%
RF vs EMB
+6.8%
+39.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | +0.3% | +0.5% | -0.2% | -0.2% |
| 30D | +6.2% | +0.9% | +5.3% | +5.2% |
| 3M | -7.8% | -2.1% | -5.7% | -5.7% |
| 6M | +5.9% | -2.2% | +8.1% | +8.5% |
| YTD | +9.0% | -0.6% | +9.6% | +9.8% |
| 1Y | +19.3% | +0.2% | +19.0% | +19.1% |
| 3Y | +116.4% | +29.5% | +86.9% | +69.3% |
| 5Y | +46.0% | +8.0% | +38.0% | +19.6% |
| All | +46.0% | +6.8% | +39.2% | +19.6% |
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