+30.7%
EMB vs FIVE
+486.0%
-455.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | 0.0% | +1.7% | -1.6% | -0.1% |
| 30D | -0.3% | +5.0% | -5.3% | -0.7% |
| 3M | -0.3% | +29.5% | -29.8% | -2.4% |
| 6M | +0.7% | +12.4% | -11.7% | -0.5% |
| YTD | +1.3% | +31.2% | -29.9% | -1.3% |
| 1Y | +4.7% | +72.9% | -68.2% | -0.4% |
| 3Y | +30.1% | +53.0% | -22.9% | +22.7% |
| 5Y | +6.9% | +34.2% | -27.3% | +0.2% |
| 10Y | +30.7% | +497.6% | -466.9% | +13.2% |
| All | +30.7% | +486.0% | -455.3% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling