+36.2%
EMB vs EFX
+80.5%
-44.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +0.4% | +25.1% | -24.8% | -2.6% |
| 3M | -3.1% | +1.7% | -4.8% | -3.6% |
| 6M | -2.1% | +18.4% | -20.4% | -4.7% |
| YTD | -1.1% | -12.5% | +11.4% | -0.3% |
| 1Y | -0.1% | -8.1% | +8.0% | 0.0% |
| 3Y | +29.6% | +4.8% | +24.8% | +25.2% |
| 5Y | +7.2% | -30.1% | +37.3% | +7.3% |
| All | +36.2% | +80.5% | -44.3% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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