+125.6%
EMB vs FLR
-15.5%
+141.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -3.1% | -6.4% | +3.3% | -2.9% |
| 6M | -2.1% | +8.8% | -10.8% | -2.8% |
| YTD | -1.1% | +23.6% | -24.7% | -2.7% |
| 1Y | -0.1% | +13.8% | -13.9% | -1.3% |
| 3Y | +29.6% | +36.5% | -6.9% | +25.2% |
| 5Y | +7.2% | +119.3% | -112.2% | +0.3% |
| 10Y | +35.5% | +8.0% | +27.5% | +21.9% |
| All | +125.6% | -15.5% | +141.1% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling