+18.8%
TER vs EMB
+0.5%
+18.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.5% | -0.1% | -20.4% | -20.0% |
| 30D | -47.0% | +1.3% | -48.3% | -50.2% |
| 3M | -43.3% | -2.2% | -41.0% | -36.3% |
| 6M | -42.9% | -2.3% | -40.6% | -34.6% |
| YTD | +12.9% | -0.6% | +13.5% | +22.6% |
| All | +18.8% | +0.5% | +18.3% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling