+126.1%
EMB vs BEN
+89.1%
+37.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.7% | +11.3% | -12.0% | -1.6% |
| 30D | +0.5% | +15.0% | -14.5% | -0.7% |
| 3M | -2.5% | +7.8% | -10.3% | -3.2% |
| 6M | -2.0% | +15.5% | -17.5% | -3.4% |
| YTD | -0.9% | +55.4% | -56.3% | -4.8% |
| 1Y | -0.3% | +63.3% | -63.6% | -4.7% |
| 3Y | +29.2% | +83.4% | -54.2% | +21.3% |
| 5Y | +7.4% | +28.1% | -20.6% | +3.0% |
| 10Y | +35.8% | +59.1% | -23.3% | +25.3% |
| All | +126.1% | +89.1% | +37.0% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling