+29.3%
EMB vs FND
+66.0%
-36.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | 0.0% | -5.2% | +5.2% | +0.5% |
| 30D | -0.3% | -19.9% | +19.6% | +1.7% |
| 3M | -0.4% | +2.7% | -3.1% | -1.0% |
| 6M | +0.1% | -21.7% | +21.8% | +1.8% |
| YTD | +1.6% | -17.5% | +19.1% | +2.6% |
| 1Y | +5.6% | -39.3% | +44.9% | +9.6% |
| 3Y | +29.8% | -49.8% | +79.6% | +35.0% |
| 5Y | +7.3% | -60.1% | +67.4% | +11.1% |
| All | +29.3% | +66.0% | -36.7% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling