-17.1%
SLB vs EMB
+28.3%
-45.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -7.1% | -0.1% | -7.0% | -7.0% |
| 30D | +4.1% | +1.3% | +2.8% | +2.2% |
| 3M | -2.6% | -2.7% | +0.1% | +0.9% |
| 6M | -8.6% | -2.8% | -5.7% | -5.1% |
| YTD | +32.2% | -1.1% | +33.3% | +34.1% |
| 1Y | +40.7% | 0.0% | +40.7% | +40.5% |
| 3Y | -4.5% | +28.8% | -33.3% | -32.5% |
| 5Y | +66.4% | +6.0% | +60.4% | +64.4% |
| All | -17.1% | +28.3% | -45.4% | -29.9% |
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