+30.6%
EMB vs FDS
-27.1%
+57.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -0.3% | +9.0% | -9.3% | -0.7% |
| 3M | -0.4% | +18.9% | -19.3% | -1.2% |
| 6M | +0.1% | +35.1% | -35.0% | -1.4% |
| YTD | +1.6% | +5.5% | -3.9% | +2.0% |
| 1Y | +5.6% | -16.8% | +22.4% | +8.9% |
| All | +30.6% | -27.1% | +57.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling