+554.0%
XYZ vs EMB
+42.4%
+511.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 3M | +8.2% | -2.7% | +10.9% | +16.2% |
| 6M | +20.7% | -2.8% | +23.5% | +30.6% |
| YTD | +31.3% | -1.1% | +32.4% | +36.9% |
| 1Y | +20.5% | 0.0% | +20.5% | +22.5% |
| 3Y | +72.6% | +28.8% | +43.8% | +0.8% |
| 5Y | -64.0% | +6.0% | -70.0% | -66.3% |
| 10Y | +601.8% | +29.1% | +572.7% | +400.4% |
| All | +554.0% | +42.4% | +511.6% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling