+4.7%
EMB vs ESI
+38.0%
-33.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | +3.9% | -3.9% | -0.2% |
| 30D | -0.3% | -3.8% | +3.5% | -0.1% |
| 3M | -0.3% | -13.1% | +12.8% | +0.2% |
| 6M | +0.7% | +11.3% | -10.6% | -0.5% |
| YTD | +1.3% | +44.1% | -42.8% | -1.2% |
| 1Y | +4.7% | +40.3% | -35.6% | +2.1% |
| All | +4.7% | +38.0% | -33.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling