+36.2%
EMB vs EFV
+163.3%
-127.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -0.9% | +2.5% | -3.4% | -1.8% |
| 30D | +0.4% | +2.9% | -2.6% | -0.7% |
| 3M | -3.1% | -1.4% | -1.7% | -2.7% |
| 6M | -2.1% | +5.5% | -7.6% | -4.0% |
| YTD | -1.1% | +16.1% | -17.2% | -6.3% |
| 1Y | -0.1% | +20.3% | -20.3% | -6.6% |
| 3Y | +29.6% | +90.4% | -60.8% | +2.4% |
| 5Y | +7.2% | +93.5% | -86.3% | -16.6% |
| All | +36.2% | +163.3% | -127.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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