+6.6%
EMB vs FDS
-22.8%
+29.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | +1.3% | +20.2% | -18.9% | -0.4% |
| 3M | -2.2% | +19.9% | -22.1% | -4.0% |
| 6M | -2.3% | +56.2% | -58.5% | -7.0% |
| YTD | -0.6% | +14.6% | -15.2% | -1.7% |
| 1Y | +0.5% | +31.6% | -31.1% | -2.9% |
| 3Y | +29.4% | -23.8% | +53.2% | +35.8% |
| All | +6.6% | -22.8% | +29.4% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling