+131.7%
EMB vs ED
+369.7%
-238.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | +0.1% | -3.0% | +3.2% | +0.3% |
| YTD | +1.6% | +10.7% | -9.1% | +0.4% |
| 1Y | +5.6% | +13.3% | -7.7% | +4.1% |
| 3Y | +29.8% | +34.5% | -4.7% | +25.3% |
| 5Y | +7.3% | +67.1% | -59.9% | +1.3% |
| 10Y | +30.4% | +103.0% | -72.6% | +19.5% |
| All | +131.7% | +369.7% | -238.0% | +94.5% |
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