+625.9%
TEAM vs EMB
+44.7%
+581.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.4% |
| 7D | -19.7% | -0.4% | -19.3% | -19.2% |
| 30D | -26.6% | +1.1% | -27.7% | -27.8% |
| 3M | -1.1% | -2.0% | +0.9% | +2.0% |
| 6M | +74.6% | -1.9% | +76.5% | +80.0% |
| YTD | -6.0% | -0.5% | -5.5% | -5.4% |
| 1Y | -3.2% | +0.1% | -3.3% | -3.6% |
| 3Y | -13.5% | +29.7% | -43.2% | -40.7% |
| 5Y | -65.5% | +8.1% | -73.6% | -69.8% |
| 10Y | +454.5% | +36.3% | +418.3% | +298.0% |
| All | +625.9% | +44.7% | +581.2% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling