+599.5%
XYZ vs EMB
+28.9%
+570.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +12.1% | -0.1% | +12.2% | +12.8% |
| 30D | +12.4% | +1.3% | +11.1% | +9.4% |
| 3M | +8.2% | -2.2% | +10.4% | +15.0% |
| 6M | +20.7% | -2.3% | +23.0% | +29.3% |
| YTD | +31.3% | -0.6% | +32.0% | +35.3% |
| 1Y | +20.5% | +0.5% | +20.0% | +21.1% |
| 3Y | +72.6% | +29.4% | +43.2% | -1.3% |
| 5Y | -64.0% | +6.5% | -70.5% | -66.7% |
| All | +599.5% | +28.9% | +570.6% | +387.4% |
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