+7.5%
EMB vs FLR
+112.0%
-104.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -0.9% | +5.4% | -6.3% | -1.2% |
| 30D | +0.4% | +2.8% | -2.5% | +0.1% |
| 3M | -3.1% | -6.4% | +3.3% | -2.8% |
| 6M | -2.1% | +8.8% | -10.8% | -3.0% |
| YTD | -1.1% | +23.6% | -24.7% | -3.1% |
| 1Y | -0.1% | +13.8% | -13.9% | -1.6% |
| 3Y | +29.6% | +36.5% | -6.9% | +22.7% |
| All | +7.5% | +112.0% | -104.6% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling