+8.0%
EMB vs ESI
+39.6%
-31.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +0.5% | -6.6% | +7.1% | +1.2% |
| 30D | +0.9% | -9.8% | +10.7% | +1.9% |
| 3M | -2.1% | -11.9% | +9.8% | -1.0% |
| 6M | -2.2% | -25.1% | +22.9% | +0.5% |
| YTD | -0.6% | +31.9% | -32.5% | -6.2% |
| 1Y | +0.2% | +19.2% | -19.0% | -4.1% |
| 3Y | +29.5% | +76.2% | -46.6% | +13.4% |
| 5Y | +8.0% | +39.4% | -31.4% | -4.4% |
| All | +8.0% | +39.6% | -31.6% | -4.4% |
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