+196.2%
W vs EMB
+45.0%
+151.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | -0.1% | -3.5% | -3.0% |
| 30D | +7.0% | +1.3% | +5.7% | +3.7% |
| 3M | +7.4% | -2.2% | +9.6% | +15.3% |
| 6M | +69.3% | -2.3% | +71.7% | +86.0% |
| YTD | +11.3% | -0.6% | +11.9% | +17.5% |
| 1Y | +13.2% | +0.5% | +12.7% | +15.9% |
| 3Y | +142.0% | +29.4% | +112.6% | +37.4% |
| 5Y | -54.6% | +6.5% | -61.1% | -56.5% |
| 10Y | +243.7% | +29.8% | +213.9% | +138.8% |
| All | +196.2% | +45.0% | +151.3% | +53.1% |
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