+7.6%
EMB vs ED
+67.1%
-59.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | -0.4% | +3.9% | -4.3% | -1.0% |
| 6M | +0.1% | -3.0% | +3.2% | +0.4% |
| YTD | +1.6% | +10.7% | -9.1% | -0.1% |
| 1Y | +5.6% | +13.3% | -7.7% | +3.4% |
| 3Y | +29.8% | +34.5% | -4.7% | +22.2% |
| All | +7.6% | +67.1% | -59.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling