+128.1%
EMB vs ED
+418.3%
-290.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +1.5% | +11.6% | -10.1% | +0.4% |
| 3M | -1.9% | +10.5% | -12.5% | -2.9% |
| 6M | -1.6% | +13.2% | -14.8% | -2.9% |
| YTD | 0.0% | +22.1% | -22.1% | -2.1% |
| 1Y | +1.1% | +24.2% | -23.1% | -1.3% |
| 3Y | +30.9% | +46.9% | -16.0% | +25.2% |
| 5Y | +7.1% | +80.8% | -73.7% | +0.3% |
| 10Y | +31.1% | +134.3% | -103.1% | +18.4% |
| All | +128.1% | +418.3% | -290.2% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling