+36.9%
EMB vs DD
+99.0%
-62.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.4% | +3.2% | -3.6% | -0.8% |
| 30D | +1.5% | +20.3% | -18.8% | -1.0% |
| 3M | -1.6% | +8.2% | -9.7% | -2.7% |
| 6M | -1.5% | +3.4% | -4.9% | -2.2% |
| YTD | -0.1% | +30.6% | -30.7% | -4.0% |
| 1Y | +0.5% | +30.6% | -30.1% | -3.5% |
| 3Y | +30.2% | +91.1% | -60.9% | +17.2% |
| 5Y | +8.6% | +68.6% | -60.0% | -1.9% |
| 10Y | +36.9% | +99.9% | -63.0% | +12.2% |
| All | +36.9% | +99.0% | -62.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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