+29.7%
EMB vs DAR
+367.0%
-337.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -0.4% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -0.5% | +13.0% | -13.5% | -1.6% |
| 3M | +0.3% | +15.0% | -14.7% | -1.1% |
| 6M | +1.2% | +26.8% | -25.7% | -1.3% |
| YTD | +1.5% | +86.4% | -84.9% | -4.5% |
| 1Y | +4.8% | +115.1% | -110.3% | -2.9% |
| 3Y | +30.4% | +14.6% | +15.7% | +26.8% |
| 5Y | +7.3% | -8.8% | +16.0% | +5.2% |
| 10Y | +29.7% | +356.5% | -326.8% | -0.3% |
| All | +29.7% | +367.0% | -337.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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