+30.7%
EMB vs BUD
-24.2%
+54.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -0.3% | -6.1% | +5.9% | +0.7% |
| 3M | -0.3% | -3.8% | +3.5% | +0.2% |
| 6M | +0.7% | +8.2% | -7.4% | -0.8% |
| YTD | +1.3% | +23.6% | -22.3% | -2.4% |
| 1Y | +4.7% | +33.4% | -28.7% | -0.4% |
| 3Y | +30.1% | +45.3% | -15.2% | +20.8% |
| 5Y | +6.9% | +44.3% | -37.4% | -1.8% |
| 10Y | +30.7% | -22.8% | +53.5% | +21.0% |
| All | +30.7% | -24.2% | +54.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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