+51.7%
EMB vs FIVE
+822.5%
-770.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | +1.3% | +17.7% | -16.4% | +0.2% |
| 3M | -2.7% | +4.0% | -6.7% | -3.1% |
| 6M | -2.8% | +2.6% | -5.4% | -3.3% |
| YTD | -1.1% | +27.6% | -28.7% | -3.0% |
| 1Y | 0.0% | +59.9% | -60.0% | -3.4% |
| 3Y | +28.8% | +35.8% | -7.0% | +23.6% |
| 5Y | +6.0% | +14.4% | -8.5% | +1.4% |
| 10Y | +29.1% | +576.1% | -547.0% | +13.6% |
| All | +51.7% | +822.5% | -770.7% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling