+29.6%
EMB vs BR
+189.7%
-160.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.2% | -3.0% | +1.8% | -0.7% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -1.8% | +17.3% | -19.1% | -4.4% |
| 6M | +0.2% | -6.7% | +6.9% | +1.0% |
| YTD | +0.4% | -23.4% | +23.8% | +4.4% |
| 1Y | +2.8% | -32.7% | +35.5% | +9.2% |
| 3Y | +29.1% | -5.9% | +35.1% | +28.6% |
| 5Y | +6.3% | +8.4% | -2.2% | +2.0% |
| All | +29.6% | +189.7% | -160.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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