+131.7%
EMB vs BEN
+81.3%
+50.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.3% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | -0.4% | +9.7% | -10.1% | -1.3% |
| 6M | +0.1% | +33.9% | -33.8% | -2.5% |
| YTD | +1.6% | +49.0% | -47.4% | -2.1% |
| 1Y | +5.6% | +42.1% | -36.5% | +2.1% |
| 3Y | +29.8% | +51.9% | -22.0% | +23.9% |
| 5Y | +7.3% | +39.0% | -31.8% | +2.3% |
| 10Y | +30.4% | +57.9% | -27.4% | +20.5% |
| All | +131.7% | +81.3% | +50.4% | +107.9% |
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