+29.7%
EMB vs DRI
+350.3%
-320.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | -0.5% | -0.4% | -0.1% | -0.5% |
| 3M | +0.3% | +9.5% | -9.2% | -0.8% |
| 6M | +1.2% | +6.5% | -5.3% | +0.2% |
| YTD | +1.5% | +18.4% | -16.9% | -0.8% |
| 1Y | +4.8% | +4.2% | +0.6% | +3.9% |
| 3Y | +30.4% | +57.1% | -26.7% | +22.3% |
| 5Y | +7.3% | +70.4% | -63.2% | -1.2% |
| 10Y | +29.7% | +354.0% | -324.3% | +6.9% |
| All | +29.7% | +350.3% | -320.6% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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