+131.7%
EMB vs EME
+3,108.5%
-2,976.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.1% |
| 30D | -0.3% | -8.3% | +8.0% | +0.3% |
| 3M | -0.4% | -10.7% | +10.3% | +0.2% |
| 6M | +0.1% | +1.9% | -1.8% | -0.4% |
| YTD | +1.6% | +23.5% | -21.9% | -0.5% |
| 1Y | +5.6% | +18.0% | -12.4% | +3.5% |
| 3Y | +29.8% | +236.1% | -206.3% | +15.9% |
| 5Y | +7.3% | +527.9% | -520.6% | -9.2% |
| 10Y | +30.4% | +1,252.8% | -1,222.3% | +3.2% |
| All | +131.7% | +3,108.5% | -2,976.8% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling