+126.7%
EMB vs GEN
+414.8%
-288.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.1% |
| 7D | -0.1% | +2.3% | -2.4% | -0.2% |
| 30D | +1.3% | +33.1% | -31.8% | -0.3% |
| 3M | -2.2% | +6.5% | -8.7% | -2.8% |
| 6M | -2.3% | +53.8% | -56.1% | -4.8% |
| YTD | -0.6% | +11.2% | -11.9% | -1.6% |
| 1Y | +0.5% | +19.4% | -18.9% | -0.9% |
| 3Y | +29.4% | +81.0% | -51.6% | +24.7% |
| 5Y | +6.5% | +33.4% | -27.0% | +3.6% |
| 10Y | +29.8% | +164.3% | -134.5% | +21.4% |
| All | +126.7% | +414.8% | -288.1% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling