+36.2%
EMB vs BEN
+58.7%
-22.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -0.9% | +6.8% | -7.7% | -1.7% |
| 30D | +0.4% | +18.0% | -17.6% | -1.6% |
| 3M | -3.1% | +7.5% | -10.6% | -4.0% |
| 6M | -2.1% | +14.7% | -16.8% | -3.8% |
| YTD | -1.1% | +56.1% | -57.2% | -6.5% |
| 1Y | -0.1% | +69.6% | -69.6% | -6.5% |
| 3Y | +29.6% | +87.7% | -58.1% | +18.5% |
| 5Y | +7.2% | +28.6% | -21.5% | +0.7% |
| All | +36.2% | +58.7% | -22.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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