+533.2%
XYZ vs EMB
+46.3%
+486.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | 0.0% | -1.0% | -0.9% |
| 30D | -1.7% | -0.3% | -1.4% | -0.8% |
| 3M | +16.7% | -0.4% | +17.2% | +18.5% |
| 6M | +26.9% | +0.1% | +26.7% | +27.7% |
| YTD | +27.1% | +1.6% | +25.6% | +23.7% |
| 1Y | +9.3% | +5.6% | +3.6% | -2.8% |
| 3Y | +42.3% | +29.8% | +12.4% | -18.8% |
| 5Y | -69.3% | +7.3% | -76.6% | -72.5% |
| 10Y | +586.8% | +30.4% | +556.4% | +368.4% |
| All | +533.2% | +46.3% | +486.9% | +274.0% |
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