-63.1%
W vs EMB
+7.4%
-70.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | 0.0% | -4.2% | -4.1% |
| 30D | -7.6% | -0.3% | -7.3% | -6.4% |
| 3M | +37.2% | -0.4% | +37.6% | +41.9% |
| 6M | +26.3% | +0.1% | +26.2% | +30.0% |
| YTD | -1.0% | +1.6% | -2.6% | -2.9% |
| 1Y | +20.1% | +5.6% | +14.5% | +3.4% |
| 3Y | +37.8% | +29.8% | +8.0% | -33.1% |
| All | -63.1% | +7.4% | -70.5% | -77.7% |
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 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