+28.1%
EMB vs DOC
+14.9%
+13.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.3% | +6.2% | -6.5% | -1.3% |
| 30D | +1.1% | +6.5% | -5.4% | 0.0% |
| 3M | -2.9% | -6.2% | +3.3% | -2.0% |
| 6M | -2.1% | +25.6% | -27.7% | -6.1% |
| YTD | -1.1% | +32.1% | -33.2% | -6.1% |
| 1Y | +0.3% | +20.3% | -20.0% | -3.3% |
| 3Y | +27.7% | +42.7% | -15.0% | +18.2% |
| 5Y | +6.0% | -22.2% | +28.1% | +7.9% |
| All | +28.1% | +14.9% | +13.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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