+30.7%
EMB vs COO
+36.7%
-6.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.2% | +6.0% | +0.7% |
| 7D | 0.0% | -9.0% | +9.0% | +1.3% |
| 30D | -0.3% | -16.8% | +16.6% | +2.3% |
| 3M | -0.3% | -7.5% | +7.2% | +0.6% |
| 6M | +0.7% | -16.3% | +17.0% | +3.0% |
| YTD | +1.3% | -22.5% | +23.8% | +4.7% |
| 1Y | +4.7% | -7.0% | +11.7% | +5.1% |
| 3Y | +30.1% | -27.5% | +57.5% | +33.7% |
| 5Y | +6.9% | -43.3% | +50.2% | +12.2% |
| 10Y | +30.7% | +37.6% | -6.8% | +21.8% |
| All | +30.7% | +36.7% | -6.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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