-17.1%
SLB vs EMB
+28.9%
-46.0%
-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% | -2.2% | -0.4% | +0.3% |
| 6M | -8.6% | -2.3% | -6.2% | -5.7% |
| YTD | +32.2% | -0.6% | +32.8% | +33.3% |
| 1Y | +40.7% | +0.5% | +40.2% | +39.6% |
| 3Y | -4.5% | +29.4% | -33.9% | -32.9% |
| 5Y | +66.4% | +6.5% | +59.9% | +63.3% |
| All | -17.1% | +28.9% | -46.0% | -30.4% |
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