+68.4%
T vs EMB
+29.7%
+38.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +4.6% | -0.3% | +4.8% | +4.7% |
| 3M | +12.2% | -0.3% | +12.5% | +12.4% |
| 6M | -6.5% | +0.7% | -7.2% | -7.0% |
| YTD | +4.9% | +1.3% | +3.6% | +3.9% |
| 1Y | -10.5% | +4.7% | -15.2% | -13.1% |
| 3Y | +104.6% | +30.1% | +74.5% | +72.7% |
| 5Y | +64.2% | +6.9% | +57.3% | +59.2% |
| 10Y | +68.4% | +30.7% | +37.7% | +41.2% |
| All | +68.4% | +29.7% | +38.8% | +41.2% |
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