+220.4%
W vs EMB
+36.3%
+184.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.4% |
| 7D | -7.4% | -0.4% | -7.0% | -6.0% |
| 30D | +7.8% | +1.5% | +6.3% | +3.6% |
| 3M | +10.9% | -1.6% | +12.5% | +17.3% |
| 6M | +86.4% | -1.5% | +87.9% | +101.0% |
| YTD | +14.0% | -0.1% | +14.0% | +18.8% |
| 1Y | +3.5% | +0.5% | +3.0% | +5.9% |
| 3Y | +164.8% | +30.2% | +134.5% | +40.0% |
| 5Y | -53.1% | +8.6% | -61.7% | -57.1% |
| 10Y | +220.4% | +36.9% | +183.6% | +100.6% |
| All | +220.4% | +36.3% | +184.1% | +100.6% |
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 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