+9.8%
EMB vs COMP
-52.0%
+61.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +0.4% | +16.6% | -16.2% | -0.5% |
| 3M | -3.1% | -23.5% | +20.4% | -2.1% |
| 6M | -2.1% | +25.7% | -27.8% | -3.6% |
| YTD | -1.1% | -3.4% | +2.3% | -1.9% |
| 1Y | -0.1% | +7.6% | -7.6% | -1.5% |
| 3Y | +29.6% | +423.6% | -394.0% | +15.2% |
| 5Y | +7.2% | -10.6% | +17.8% | -2.1% |
| All | +9.8% | -52.0% | +61.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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