+3,718.4%
TER vs EMB
+132.1%
+3,586.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.3% | -0.3% | -8.0% | -8.0% |
| 3M | -12.2% | -0.4% | -11.8% | -11.5% |
| 6M | +17.1% | +0.1% | +17.0% | +18.3% |
| YTD | +84.7% | +1.6% | +83.1% | +83.7% |
| 1Y | +199.9% | +5.6% | +194.3% | +185.8% |
| 3Y | +232.8% | +29.8% | +202.9% | +155.4% |
| 5Y | +198.6% | +7.3% | +191.3% | +181.3% |
| 10Y | +1,669.7% | +30.4% | +1,639.3% | +1,333.3% |
| All | +3,718.4% | +132.1% | +3,586.3% | +1,994.5% |
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