+29.6%
EMB vs BG
+166.7%
-137.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | -1.2% | +3.1% | -4.3% | -1.5% |
| 30D | -1.3% | +10.2% | -11.5% | -2.2% |
| 3M | -1.8% | -1.7% | -0.1% | -1.8% |
| 6M | +0.2% | +1.0% | -0.8% | -0.1% |
| YTD | +0.4% | +39.9% | -39.5% | -3.1% |
| 1Y | +2.8% | +53.2% | -50.4% | -1.8% |
| 3Y | +29.1% | +16.3% | +12.9% | +26.0% |
| 5Y | +6.3% | +83.9% | -77.6% | -3.0% |
| All | +29.6% | +166.7% | -137.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling