+29.7%
EMB vs FDS
+77.6%
-47.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.4% |
| 7D | +0.3% | -5.4% | +5.7% | +0.9% |
| 30D | -0.5% | +1.6% | -2.1% | -0.8% |
| 3M | +0.3% | +17.7% | -17.4% | -2.0% |
| 6M | +1.2% | +29.1% | -27.9% | -2.8% |
| YTD | +1.5% | +1.0% | +0.5% | +0.7% |
| 1Y | +4.8% | -21.6% | +26.4% | +7.9% |
| 3Y | +30.4% | -30.1% | +60.5% | +35.7% |
| 5Y | +7.3% | -20.7% | +28.0% | +8.6% |
| 10Y | +29.7% | +78.3% | -48.6% | +20.3% |
| All | +29.7% | +77.6% | -47.8% | +20.3% |
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