+126.1%
EMB vs EFX
+501.6%
-375.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.7% | -3.6% | +3.0% | -0.3% |
| 30D | +0.5% | +25.3% | -24.8% | -2.2% |
| 3M | -2.5% | +3.8% | -6.3% | -3.2% |
| 6M | -2.0% | +12.7% | -14.7% | -3.9% |
| YTD | -0.9% | -13.1% | +12.3% | -0.1% |
| 1Y | -0.3% | -9.3% | +9.0% | -0.1% |
| 3Y | +29.2% | +3.5% | +25.7% | +25.8% |
| 5Y | +7.4% | -30.6% | +38.1% | +8.1% |
| 10Y | +35.8% | +80.2% | -44.4% | +21.6% |
| All | +126.1% | +501.6% | -375.5% | +76.7% |
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 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