+31.1%
EMB vs COO
+40.7%
-9.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | +0.8% | +4.3% | -3.5% | +0.2% |
| 30D | +1.5% | +17.6% | -16.1% | -0.8% |
| 3M | -1.9% | -13.9% | +11.9% | -0.2% |
| 6M | -1.6% | +6.6% | -8.2% | -3.1% |
| YTD | 0.0% | -22.0% | +22.0% | +3.0% |
| 1Y | +1.1% | -8.8% | +9.9% | +1.6% |
| 3Y | +30.9% | -21.5% | +52.4% | +32.4% |
| 5Y | +7.1% | -41.0% | +48.1% | +11.5% |
| 10Y | +31.1% | +40.9% | -9.7% | +22.5% |
| All | +31.1% | +40.7% | -9.6% | +22.5% |
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