+29.7%
EMB vs FLR
+18.3%
+11.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -1.1% | -6.9% | +5.8% | -0.7% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | -0.8% | +14.3% | -15.1% | -1.7% |
| 6M | -0.1% | +19.1% | -19.2% | -1.4% |
| YTD | +0.4% | +35.1% | -34.7% | -1.7% |
| 1Y | +3.3% | +29.5% | -26.2% | +1.2% |
| 3Y | +29.0% | +53.0% | -24.0% | +23.7% |
| 5Y | +6.3% | +238.9% | -232.6% | -3.0% |
| All | +29.7% | +18.3% | +11.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling