-68.4%
U vs EMB
+6.6%
-75.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +36.6% | -0.1% | +36.7% | +36.7% |
| 30D | +13.3% | +1.3% | +12.0% | +9.1% |
| 3M | +26.2% | -2.2% | +28.4% | +34.4% |
| 6M | +88.7% | -2.3% | +91.1% | +102.6% |
| YTD | +16.6% | -0.6% | +17.2% | +18.8% |
| 1Y | +29.0% | +0.5% | +28.5% | +27.3% |
| 3Y | +99.5% | +29.4% | +70.1% | +0.1% |
| All | -68.4% | +6.6% | -75.0% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling