+30.7%
EMB vs BEN
+53.7%
-22.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | 0.0% | +3.4% | -3.3% | -0.4% |
| 30D | -0.3% | +1.8% | -2.1% | -0.5% |
| 3M | -0.3% | +8.4% | -8.7% | -1.3% |
| 6M | +0.7% | +35.6% | -34.9% | -2.9% |
| YTD | +1.3% | +46.4% | -45.1% | -3.4% |
| 1Y | +4.7% | +46.3% | -41.6% | -0.2% |
| 3Y | +30.1% | +54.6% | -24.5% | +22.0% |
| 5Y | +6.9% | +39.4% | -32.5% | 0.0% |
| 10Y | +30.7% | +57.6% | -26.8% | +17.3% |
| All | +30.7% | +53.7% | -22.9% | +17.3% |
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