+125.6%
EMB vs EME
+2,706.7%
-2,581.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.9% | +8.4% | -9.3% | -1.5% |
| 30D | +0.4% | -11.5% | +11.8% | +1.1% |
| 3M | -3.1% | -20.6% | +17.5% | -1.7% |
| 6M | -2.1% | -28.5% | +26.4% | 0.0% |
| YTD | -1.1% | +8.0% | -9.1% | -2.3% |
| 1Y | -0.1% | +6.8% | -6.8% | -1.3% |
| 3Y | +29.6% | +213.9% | -184.3% | +16.1% |
| 5Y | +7.2% | +414.8% | -407.6% | -8.1% |
| 10Y | +35.5% | +916.9% | -881.5% | +9.0% |
| All | +125.6% | +2,706.7% | -2,581.1% | +65.6% |
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