+358.3%
SE vs EMB
+21.8%
+336.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +2.2% |
| 7D | -1.5% | -0.7% | -0.8% | -0.2% |
| 30D | -22.3% | +0.5% | -22.8% | -23.0% |
| 3M | -41.8% | -2.5% | -39.4% | -38.9% |
| 6M | -22.4% | -2.0% | -20.4% | -19.0% |
| YTD | -41.6% | -0.9% | -40.7% | -40.1% |
| 1Y | -48.0% | -0.3% | -47.7% | -47.2% |
| 3Y | +63.9% | +29.2% | +34.7% | +0.5% |
| 5Y | -78.2% | +7.4% | -85.6% | -80.6% |
| All | +358.3% | +21.8% | +336.5% | +243.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling