+6.9%
EMB vs BEN
+40.0%
-33.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | 0.0% | +3.4% | -3.3% | -0.5% |
| 30D | -0.3% | +1.8% | -2.1% | -0.6% |
| 3M | -0.3% | +8.4% | -8.7% | -1.6% |
| 6M | +0.7% | +35.6% | -34.9% | -4.1% |
| YTD | +1.3% | +46.4% | -45.1% | -4.8% |
| 1Y | +4.7% | +46.3% | -41.6% | -1.7% |
| 3Y | +30.1% | +54.6% | -24.5% | +19.5% |
| 5Y | +6.9% | +39.4% | -32.5% | -3.2% |
| All | +6.9% | +40.0% | -33.1% | -3.2% |
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