+123.8%
RF vs EMB
+132.1%
-8.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.6% | -0.3% | -3.3% | -3.3% |
| 3M | +8.1% | -0.4% | +8.5% | +8.5% |
| 6M | +11.5% | +0.1% | +11.3% | +11.4% |
| YTD | +15.6% | +1.6% | +14.0% | +13.8% |
| 1Y | +15.7% | +5.6% | +10.1% | +9.6% |
| 3Y | +86.9% | +29.8% | +57.1% | +45.3% |
| 5Y | +89.8% | +7.3% | +82.5% | +77.1% |
| 10Y | +344.7% | +30.4% | +314.3% | +258.8% |
| All | +123.8% | +132.1% | -8.3% | +14.3% |
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