+36.2%
EMB vs GEN
+152.9%
-116.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -0.9% | +2.0% | -3.0% | -1.0% |
| 30D | +0.4% | +27.7% | -27.4% | -1.3% |
| 3M | -3.1% | +3.3% | -6.4% | -3.5% |
| 6M | -2.1% | +31.8% | -33.9% | -4.1% |
| YTD | -1.1% | +13.5% | -14.6% | -2.4% |
| 1Y | -0.1% | +16.0% | -16.1% | -1.5% |
| 3Y | +29.6% | +70.6% | -41.0% | +24.2% |
| 5Y | +7.2% | +32.1% | -24.9% | +3.6% |
| All | +36.2% | +152.9% | -116.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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