+131.7%
EMB vs EFX
+470.3%
-338.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.8% |
| 7D | 0.0% | -8.6% | +8.6% | +1.0% |
| 30D | -0.3% | +0.1% | -0.4% | -0.4% |
| 3M | -0.4% | +3.8% | -4.3% | -1.2% |
| 6M | +0.1% | -13.5% | +13.6% | +1.4% |
| YTD | +1.6% | -17.7% | +19.3% | +3.2% |
| 1Y | +5.6% | -25.6% | +31.2% | +8.4% |
| 3Y | +29.8% | -12.1% | +41.9% | +29.1% |
| 5Y | +7.3% | -33.8% | +41.1% | +8.7% |
| 10Y | +30.4% | +45.1% | -14.7% | +19.6% |
| All | +131.7% | +470.3% | -338.6% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling