+631.8%
TEAM vs EMB
+44.6%
+587.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.0% |
| 3M | +39.5% | -2.2% | +41.7% | +44.4% |
| 6M | +73.1% | -2.3% | +75.4% | +79.5% |
| YTD | -5.2% | -0.6% | -4.6% | -4.5% |
| 1Y | -1.6% | +0.5% | -2.0% | -2.5% |
| 3Y | -11.4% | +29.4% | -40.9% | -39.1% |
| 5Y | -65.1% | +6.5% | -71.6% | -69.0% |
| 10Y | +471.3% | +29.8% | +441.5% | +328.4% |
| All | +631.8% | +44.6% | +587.2% | +348.4% |
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 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