+36.9%
EMB vs CAPR
-59.1%
+95.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | 0.0% |
| 7D | -0.4% | +25.8% | -26.2% | -0.5% |
| 30D | +1.5% | +50.2% | -48.7% | +1.3% |
| 3M | -1.6% | +185.5% | -187.1% | -2.1% |
| 6M | -1.5% | -64.8% | +63.3% | -1.4% |
| YTD | -0.1% | -61.1% | +61.1% | -0.1% |
| 1Y | +0.5% | +81.0% | -80.4% | -1.1% |
| 3Y | +30.2% | +300.7% | -270.5% | +26.2% |
| 5Y | +8.6% | +223.3% | -214.8% | +4.9% |
| 10Y | +36.9% | -58.8% | +95.6% | +28.9% |
| All | +36.9% | -59.1% | +95.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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