+10.9%
EMB vs COMP
-51.7%
+62.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | -0.4% | +2.2% | -2.6% | -0.6% |
| 30D | +1.5% | +16.3% | -14.8% | +0.6% |
| 3M | -1.6% | -19.1% | +17.6% | -0.8% |
| 6M | -1.5% | +17.1% | -18.6% | -2.7% |
| YTD | -0.1% | -2.9% | +2.9% | -0.9% |
| 1Y | +0.5% | +8.8% | -8.3% | -0.9% |
| 3Y | +30.2% | +423.5% | -393.2% | +15.8% |
| 5Y | +8.6% | -10.5% | +19.0% | -0.8% |
| All | +10.9% | -51.7% | +62.6% | +3.2% |
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