+36.5%
EMB vs DD
+98.3%
-61.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.7% | +6.7% | -7.4% | -1.5% |
| 30D | +0.5% | +19.4% | -18.9% | -1.8% |
| 3M | -2.5% | +7.6% | -10.1% | -3.5% |
| 6M | -2.0% | +2.9% | -4.9% | -2.6% |
| YTD | -0.9% | +29.9% | -30.7% | -4.7% |
| 1Y | -0.3% | +28.6% | -29.0% | -4.1% |
| 3Y | +29.2% | +90.0% | -60.8% | +16.4% |
| 5Y | +7.4% | +68.1% | -60.7% | -2.9% |
| All | +36.5% | +98.3% | -61.8% | +12.4% |
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