+56.7%
EMB vs ESI
+224.6%
-167.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | 0.0% | +3.3% | -3.3% | -0.3% |
| 30D | -0.3% | -5.9% | +5.6% | +0.2% |
| 3M | -0.4% | -14.1% | +13.7% | +0.6% |
| 6M | +0.1% | +6.6% | -6.5% | -1.0% |
| YTD | +1.6% | +45.0% | -43.4% | -2.3% |
| 1Y | +5.6% | +41.5% | -35.8% | +1.6% |
| 3Y | +29.8% | +78.8% | -48.9% | +21.5% |
| 5Y | +7.3% | +70.9% | -63.6% | -0.1% |
| 10Y | +30.4% | +317.1% | -286.6% | +11.9% |
| All | +56.7% | +224.6% | -167.9% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling