+29.6%
EMB vs ET
+177.0%
-147.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -1.3% | +2.9% | -4.1% | -1.5% |
| 3M | -1.8% | +16.8% | -18.6% | -3.3% |
| 6M | +0.2% | +18.9% | -18.7% | -1.6% |
| YTD | +0.4% | +37.7% | -37.3% | -2.9% |
| 1Y | +2.8% | +32.4% | -29.6% | -0.2% |
| 3Y | +29.1% | +99.5% | -70.3% | +19.6% |
| 5Y | +6.3% | +244.0% | -237.7% | -7.3% |
| All | +29.6% | +177.0% | -147.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling