-39.0%
U vs EMB
+11.9%
-50.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -3.8% | 0.0% | -3.8% | -3.7% |
| 30D | +17.5% | -0.3% | +17.8% | +18.4% |
| 3M | +38.7% | -0.4% | +39.1% | +40.7% |
| 6M | +104.4% | +0.1% | +104.3% | +104.9% |
| YTD | -5.7% | +1.6% | -7.3% | -9.4% |
| 1Y | +3.7% | +5.6% | -1.9% | -10.6% |
| 3Y | +12.3% | +29.8% | -17.5% | -42.4% |
| 5Y | -68.8% | +7.3% | -76.1% | -75.7% |
| All | -39.0% | +11.9% | -50.9% | -56.7% |
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 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