+163.6%
W vs EMB
+48.2%
+115.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | +37.2% | -0.4% | +37.6% | +41.1% |
| 6M | +26.3% | +0.1% | +26.2% | +29.6% |
| YTD | -1.0% | +1.6% | -2.6% | -2.3% |
| 1Y | +20.1% | +5.6% | +14.5% | +6.7% |
| 3Y | +37.8% | +29.8% | +8.0% | -23.0% |
| 5Y | -63.7% | +7.3% | -70.9% | -66.4% |
| 10Y | +156.3% | +30.4% | +125.9% | +70.4% |
| All | +163.6% | +48.2% | +115.4% | +27.3% |
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