+30.7%
EMB vs BB
+2.1%
+28.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | 0.0% | +1.8% | -1.8% | -0.1% |
| 30D | -0.3% | -12.2% | +12.0% | +0.2% |
| 3M | -0.3% | -12.3% | +12.0% | 0.0% |
| 6M | +0.7% | +122.7% | -122.0% | -3.4% |
| YTD | +1.3% | +104.5% | -103.2% | -2.6% |
| 1Y | +4.7% | +106.7% | -102.0% | +0.5% |
| 3Y | +30.1% | +70.0% | -39.9% | +24.0% |
| 5Y | +6.9% | -27.8% | +34.6% | +3.9% |
| 10Y | +30.7% | +2.4% | +28.4% | +15.6% |
| All | +30.7% | +2.1% | +28.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling