+131.7%
EMB vs FDS
+534.0%
-402.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -0.3% | +9.0% | -9.3% | -1.2% |
| 3M | -0.4% | +18.9% | -19.3% | -2.4% |
| 6M | +0.1% | +35.1% | -35.0% | -3.5% |
| YTD | +1.6% | +5.5% | -3.9% | +0.3% |
| 1Y | +5.6% | -16.8% | +22.4% | +6.8% |
| 3Y | +29.8% | -28.1% | +57.9% | +32.9% |
| 5Y | +7.3% | -17.4% | +24.7% | +7.7% |
| 10Y | +30.4% | +85.4% | -55.0% | +20.6% |
| All | +131.7% | +534.0% | -402.2% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling