+6.1%
EMB vs EME
+575.5%
-569.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.4% |
| 7D | -1.2% | +3.5% | -4.7% | -1.5% |
| 30D | -1.3% | -6.3% | +5.1% | -0.7% |
| 3M | -1.8% | -3.8% | +2.0% | -1.7% |
| 6M | +0.2% | +8.5% | -8.3% | -1.0% |
| YTD | +0.4% | +27.8% | -27.4% | -2.5% |
| 1Y | +2.8% | +22.2% | -19.4% | -0.2% |
| 3Y | +29.1% | +253.5% | -224.3% | +5.6% |
| All | +6.1% | +575.5% | -569.4% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling