+28.1%
XYZ vs EMB
+0.5%
+27.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -1.2% |
| 7D | +12.6% | +0.5% | +12.1% | +11.3% |
| 30D | +10.8% | +0.9% | +9.9% | +8.3% |
| 3M | +8.4% | -2.1% | +10.5% | +16.9% |
| 6M | +14.3% | -2.2% | +16.5% | +24.6% |
| YTD | +31.5% | -0.6% | +32.1% | +36.2% |
| 1Y | +28.1% | +0.2% | +27.9% | +28.8% |
| All | +28.1% | +0.5% | +27.6% | +28.8% |
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