+30.3%
EMB vs CAPR
-68.0%
+98.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | 0.0% |
| 7D | -0.1% | +41.1% | -41.2% | -0.3% |
| 30D | +1.3% | +11.1% | -9.8% | +1.2% |
| 3M | -2.2% | +115.3% | -117.6% | -2.7% |
| 6M | -2.3% | -73.8% | +71.5% | -2.1% |
| YTD | -0.6% | -68.8% | +68.2% | -0.5% |
| 1Y | +0.5% | +43.3% | -42.8% | -1.1% |
| 3Y | +29.4% | +214.7% | -185.3% | +25.6% |
| 5Y | +6.5% | +141.3% | -134.8% | +3.0% |
| All | +30.3% | -68.0% | +98.3% | +22.6% |
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