+35.3%
EMB vs FDS
+127.5%
-92.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.5% | -2.0% | +2.5% | +0.7% |
| 30D | +0.9% | +13.5% | -12.6% | -0.7% |
| 3M | -2.1% | +15.2% | -17.3% | -4.0% |
| 6M | -2.2% | +47.0% | -49.2% | -7.5% |
| YTD | -0.6% | +13.9% | -14.5% | -2.9% |
| 1Y | +0.2% | +25.2% | -25.0% | -3.7% |
| 3Y | +29.5% | -25.3% | +54.9% | +34.1% |
| 5Y | +8.0% | -23.3% | +31.3% | +10.2% |
| 10Y | +35.3% | +126.0% | -90.7% | +21.4% |
| All | +35.3% | +127.5% | -92.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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