+6.9%
EMB vs FND
-61.3%
+68.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.1% |
| 30D | -0.3% | -19.6% | +19.3% | +1.9% |
| 3M | -0.3% | -4.3% | +4.1% | -0.2% |
| 6M | +0.7% | -20.4% | +21.2% | +2.4% |
| YTD | +1.3% | -21.9% | +23.1% | +2.9% |
| 1Y | +4.7% | -45.2% | +49.9% | +10.3% |
| 3Y | +30.1% | -49.2% | +79.3% | +35.4% |
| 5Y | +6.9% | -61.8% | +68.7% | +8.4% |
| All | +6.9% | -61.3% | +68.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling