+7.4%
EMB vs FIVE
+18.5%
-11.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | -0.7% | +2.4% | -3.1% | -0.8% |
| 30D | +0.5% | +15.8% | -15.3% | -0.5% |
| 3M | -2.5% | +3.8% | -6.3% | -2.8% |
| 6M | -2.0% | +18.5% | -20.6% | -3.4% |
| YTD | -0.9% | +31.2% | -32.1% | -3.2% |
| 1Y | -0.3% | +61.8% | -62.1% | -4.1% |
| 3Y | +29.2% | +39.9% | -10.7% | +25.2% |
| 5Y | +7.4% | +18.3% | -10.9% | +1.0% |
| All | +7.4% | +18.5% | -11.1% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling