+126.7%
EMB vs FDS
+588.4%
-461.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | +1.3% | +20.2% | -18.9% | -0.6% |
| 3M | -2.2% | +19.9% | -22.1% | -4.2% |
| 6M | -2.3% | +56.2% | -58.5% | -7.2% |
| YTD | -0.6% | +14.6% | -15.2% | -2.8% |
| 1Y | +0.5% | +31.6% | -31.1% | -3.3% |
| 3Y | +29.4% | -23.8% | +53.2% | +31.6% |
| 5Y | +6.5% | -22.6% | +29.1% | +7.5% |
| 10Y | +29.8% | +139.3% | -109.6% | +17.4% |
| All | +126.7% | +588.4% | -461.7% | +83.5% |
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