+32.6%
XYZ vs EMB
+1.1%
+31.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +1.4% |
| 7D | +14.9% | +0.8% | +14.1% | +12.1% |
| 30D | +14.7% | +1.5% | +13.2% | +9.6% |
| 3M | +12.1% | -1.9% | +14.0% | +19.9% |
| 6M | +18.3% | -1.6% | +19.9% | +26.1% |
| YTD | +36.1% | 0.0% | +36.1% | +37.8% |
| All | +32.6% | +1.1% | +31.4% | +30.4% |
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 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