-65.3%
TEAM vs EMB
+6.6%
-71.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | 0.0% | -16.2% | -16.2% |
| 7D | -19.8% | -0.1% | -19.7% | -19.7% |
| 30D | -21.5% | +1.3% | -22.8% | -23.6% |
| 3M | +39.5% | -2.2% | +41.7% | +46.2% |
| 6M | +73.1% | -2.3% | +75.4% | +81.7% |
| YTD | -5.2% | -0.6% | -4.6% | -4.5% |
| 1Y | -1.6% | +0.5% | -2.0% | -3.1% |
| 3Y | -11.4% | +29.4% | -40.9% | -48.6% |
| All | -65.3% | +6.6% | -71.9% | -65.4% |
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 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