+42.1%
U vs EMB
-0.6%
+42.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.7% |
| 7D | +2.6% | -0.9% | +3.5% | +4.3% |
| 30D | +27.6% | +0.4% | +27.2% | +26.0% |
| 3M | +15.3% | -3.1% | +18.5% | +23.0% |
| 6M | +96.4% | -2.1% | +98.5% | +105.6% |
| YTD | +19.6% | -1.1% | +20.6% | +20.5% |
| 1Y | +42.1% | -0.1% | +42.2% | +41.6% |
| All | +42.1% | -0.6% | +42.7% | +41.6% |
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