+25.9%
EMB vs FND
+57.9%
-31.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -0.9% | -6.8% | +5.9% | -0.3% |
| 30D | +0.4% | +8.0% | -7.6% | -0.5% |
| 3M | -3.1% | -18.9% | +15.8% | -1.4% |
| 6M | -2.1% | +4.7% | -6.8% | -3.1% |
| YTD | -1.1% | -21.6% | +20.5% | +0.2% |
| 1Y | -0.1% | -22.0% | +22.0% | +1.2% |
| 3Y | +29.6% | -40.4% | +70.0% | +32.4% |
| 5Y | +7.2% | -63.8% | +71.0% | +11.9% |
| All | +25.9% | +57.9% | -31.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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