+7.3%
EMB vs ESI
+77.4%
-70.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +0.3% | +5.4% | -5.1% | -0.3% |
| 30D | -0.5% | -4.2% | +3.7% | 0.0% |
| 3M | +0.3% | -9.6% | +9.9% | +1.1% |
| 6M | +1.2% | +18.3% | -17.1% | -2.0% |
| YTD | +1.5% | +45.8% | -44.4% | -4.8% |
| 1Y | +4.8% | +39.2% | -34.4% | -1.3% |
| 3Y | +30.4% | +86.3% | -55.9% | +14.9% |
| 5Y | +7.3% | +76.2% | -69.0% | -5.8% |
| All | +7.3% | +77.4% | -70.2% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling