+125.6%
EMB vs ES
+323.1%
-197.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.3% |
| 30D | +1.3% | +7.1% | -5.8% | +0.4% |
| 3M | -2.7% | -1.9% | -0.8% | -2.6% |
| 6M | -2.8% | +4.4% | -7.2% | -3.5% |
| YTD | -1.1% | +7.3% | -8.4% | -2.2% |
| 1Y | 0.0% | +2.1% | -2.1% | -0.7% |
| 3Y | +28.8% | +41.8% | -13.1% | +22.0% |
| 5Y | +6.0% | +1.4% | +4.5% | +4.1% |
| 10Y | +29.1% | +86.8% | -57.6% | +17.0% |
| All | +125.6% | +323.1% | -197.6% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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