+7.3%
EMB vs A
-14.2%
+21.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.2% |
| 7D | +0.3% | -2.1% | +2.3% | +0.5% |
| 30D | -0.5% | +0.6% | -1.1% | -0.6% |
| 3M | +0.3% | +10.9% | -10.6% | -1.2% |
| 6M | +1.2% | +28.2% | -27.0% | -2.5% |
| YTD | +1.5% | +8.6% | -7.1% | 0.0% |
| 1Y | +4.8% | +15.5% | -10.7% | +2.1% |
| 3Y | +30.4% | +31.8% | -1.5% | +22.2% |
| 5Y | +7.3% | -14.9% | +22.1% | +3.8% |
| All | +7.3% | -14.2% | +21.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling