+877.4%
TER vs EMB
+30.1%
+847.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.5% | -0.1% | -20.4% | -20.3% |
| 30D | -47.0% | +1.3% | -48.3% | -48.2% |
| 3M | -43.3% | -2.2% | -41.0% | -41.1% |
| 6M | -42.9% | -2.3% | -40.6% | -40.2% |
| YTD | +12.9% | -0.6% | +13.5% | +16.0% |
| 1Y | +18.2% | +0.5% | +17.7% | +19.5% |
| 3Y | +151.8% | +29.4% | +122.4% | +73.5% |
| 5Y | +54.2% | +6.5% | +47.7% | +45.5% |
| All | +877.4% | +30.1% | +847.3% | +644.4% |
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 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