+634.6%
XYZ vs EMB
+31.5%
+603.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -1.9% |
| 7D | +12.6% | +0.5% | +12.1% | +11.7% |
| 30D | +10.8% | +0.9% | +9.9% | +9.0% |
| 3M | +8.4% | -2.1% | +10.5% | +14.9% |
| 6M | +14.3% | -2.2% | +16.5% | +22.2% |
| YTD | +31.5% | -0.6% | +32.1% | +35.6% |
| 1Y | +28.1% | +0.2% | +27.9% | +29.6% |
| 3Y | +66.2% | +29.5% | +36.6% | -5.8% |
| 5Y | -62.3% | +8.0% | -70.3% | -66.1% |
| 10Y | +634.6% | +35.3% | +599.2% | +415.3% |
| All | +634.6% | +31.5% | +603.1% | +415.3% |
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 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