+6.0%
EMB vs COMP
-28.0%
+33.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.6% | -0.1% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | +1.1% | -0.8% | +1.9% | +1.0% |
| 3M | -2.9% | -28.1% | +25.2% | -1.5% |
| 6M | -2.1% | +27.0% | -29.1% | -3.8% |
| YTD | -1.1% | -12.8% | +11.7% | -1.4% |
| 1Y | +0.3% | +4.9% | -4.6% | -1.0% |
| 3Y | +27.7% | +321.0% | -293.3% | +14.3% |
| 5Y | +6.0% | -25.6% | +31.6% | -1.9% |
| All | +6.0% | -28.0% | +33.9% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling