+125.6%
EMB vs EFX
+505.9%
-380.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | -3.1% | +1.7% | -4.8% | -3.6% |
| 6M | -2.1% | +18.4% | -20.4% | -4.5% |
| YTD | -1.1% | -12.5% | +11.4% | -0.4% |
| 1Y | -0.1% | -8.1% | +8.0% | 0.0% |
| 3Y | +29.6% | +4.8% | +24.8% | +26.0% |
| 5Y | +7.2% | -30.1% | +37.3% | +7.8% |
| 10Y | +35.5% | +81.5% | -46.0% | +21.2% |
| All | +125.6% | +505.9% | -380.3% | +76.1% |
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