+7.3%
EMB vs GEN
+22.3%
-15.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | -0.5% | +2.6% | -3.1% | -0.7% |
| 3M | +0.3% | +15.8% | -15.5% | -1.0% |
| 6M | +1.2% | +33.1% | -32.0% | -1.5% |
| YTD | +1.5% | +11.3% | -9.8% | +0.3% |
| 1Y | +4.8% | +1.7% | +3.1% | +4.5% |
| 3Y | +30.4% | +58.1% | -27.8% | +24.0% |
| 5Y | +7.3% | +20.6% | -13.4% | +1.9% |
| All | +7.3% | +22.3% | -15.1% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling