+8.0%
EMB vs BEN
+30.9%
-22.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +0.5% | +12.1% | -11.6% | -1.4% |
| 30D | +0.9% | +13.4% | -12.5% | -1.2% |
| 3M | -2.1% | +9.4% | -11.5% | -3.6% |
| 6M | -2.2% | +19.3% | -21.5% | -5.2% |
| YTD | -0.6% | +57.3% | -57.9% | -8.1% |
| 1Y | +0.2% | +69.1% | -68.9% | -8.5% |
| 3Y | +29.5% | +85.6% | -56.1% | +14.0% |
| 5Y | +8.0% | +32.9% | -24.9% | -2.8% |
| All | +8.0% | +30.9% | -22.9% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling