+20.5%
XYZ vs EMB
-0.1%
+20.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.4% |
| 3M | +8.2% | -2.7% | +10.9% | +18.9% |
| 6M | +20.7% | -2.8% | +23.5% | +33.9% |
| YTD | +31.3% | -1.1% | +32.4% | +37.9% |
| 1Y | +20.5% | 0.0% | +20.5% | +20.5% |
| All | +20.5% | -0.1% | +20.6% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling