+372.3%
SE vs EMB
+22.1%
+350.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.8% |
| 30D | -19.4% | +0.9% | -20.3% | -20.6% |
| 3M | -33.1% | -2.1% | -31.0% | -30.2% |
| 6M | -11.4% | -2.2% | -9.2% | -7.3% |
| YTD | -39.8% | -0.6% | -39.2% | -38.6% |
| 1Y | -50.5% | +0.2% | -50.7% | -50.2% |
| 3Y | +68.9% | +29.5% | +39.3% | +3.1% |
| 5Y | -77.1% | +8.0% | -85.1% | -79.8% |
| All | +372.3% | +22.1% | +350.2% | +252.5% |
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