-50.3%
TEAM vs EMB
+7.5%
-57.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.7% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +67.3% | -0.3% | +67.6% | +68.7% |
| 3M | +86.8% | -0.4% | +87.2% | +88.7% |
| 6M | +146.8% | +0.1% | +146.7% | +145.9% |
| YTD | +16.9% | +1.6% | +15.3% | +12.9% |
| 1Y | +12.8% | +5.6% | +7.2% | +0.3% |
| 3Y | -7.3% | +29.8% | -37.1% | -45.8% |
| All | -50.3% | +7.5% | -57.8% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling