+7.3%
EMB vs BB
-27.1%
+34.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.2% |
| 7D | +0.3% | +0.5% | -0.2% | +0.3% |
| 30D | -0.5% | -12.4% | +11.9% | +0.1% |
| 3M | +0.3% | -15.3% | +15.6% | +0.8% |
| 6M | +1.2% | +128.8% | -127.6% | -4.4% |
| YTD | +1.5% | +107.7% | -106.2% | -3.7% |
| 1Y | +4.8% | +103.9% | -99.1% | -0.7% |
| 3Y | +30.4% | +72.6% | -42.2% | +22.5% |
| 5Y | +7.3% | -24.3% | +31.5% | +2.0% |
| All | +7.3% | -27.1% | +34.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling