+217.0%
W vs EMB
+31.5%
+185.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -1.9% |
| 7D | +1.1% | +0.5% | +0.6% | 0.0% |
| 30D | +6.4% | +0.9% | +5.5% | +4.3% |
| 3M | +9.0% | -2.1% | +11.1% | +17.2% |
| 6M | +69.8% | -2.2% | +72.0% | +87.2% |
| YTD | +12.1% | -0.6% | +12.7% | +18.7% |
| 1Y | 0.0% | +0.2% | -0.2% | +3.3% |
| 3Y | +160.3% | +29.5% | +130.8% | +40.0% |
| 5Y | -53.3% | +8.0% | -61.3% | -56.6% |
| 10Y | +217.0% | +35.3% | +181.6% | +104.2% |
| All | +217.0% | +31.5% | +185.4% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling