+30.4%
EMB vs BEN
+56.8%
-26.5%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.3% | +4.7% | -4.4% | -0.2% |
| 30D | -0.5% | +2.6% | -3.1% | -0.8% |
| 3M | +0.3% | +11.5% | -11.2% | -0.9% |
| 6M | +1.2% | +35.3% | -34.2% | -2.3% |
| YTD | +1.5% | +48.6% | -47.2% | -3.1% |
| 1Y | +4.8% | +46.7% | -41.9% | +0.2% |
| 3Y | +30.4% | +57.0% | -26.7% | +22.7% |
| All | +30.4% | +56.8% | -26.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling