0.0%
EMB vs COMP
+16.2%
-16.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.7% | -10.7% | -0.5% |
| 7D | -0.1% | +13.4% | -13.5% | -0.8% |
| 30D | +1.3% | +11.1% | -9.8% | +0.7% |
| 3M | -2.7% | -18.8% | +16.1% | -2.0% |
| 6M | -2.8% | +10.5% | -13.3% | -3.7% |
| YTD | -1.1% | -3.4% | +2.3% | -2.5% |
| 1Y | 0.0% | +19.7% | -19.7% | -2.1% |
| All | 0.0% | +16.2% | -16.2% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling