+6.1%
EMB vs CAPR
+142.6%
-136.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | 0.0% |
| 7D | -0.1% | +41.1% | -41.2% | -0.2% |
| 30D | +1.3% | +11.1% | -9.8% | +1.3% |
| 3M | -2.7% | +115.3% | -118.0% | -2.9% |
| 6M | -2.8% | -73.8% | +71.0% | -2.7% |
| YTD | -1.1% | -68.8% | +67.7% | -1.0% |
| 1Y | 0.0% | +43.3% | -43.3% | -0.8% |
| 3Y | +28.8% | +214.7% | -185.9% | +24.5% |
| All | +6.1% | +142.6% | -136.5% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling