+29.6%
EMB vs ITOT
+303.4%
-273.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | -1.3% | -1.5% | +0.2% | -0.8% |
| 3M | -1.8% | +3.6% | -5.3% | -2.9% |
| 6M | +0.2% | +13.7% | -13.5% | -4.0% |
| YTD | +0.4% | +12.9% | -12.6% | -3.6% |
| 1Y | +2.8% | +17.2% | -14.4% | -2.5% |
| 3Y | +29.1% | +75.6% | -46.5% | +6.3% |
| 5Y | +6.3% | +75.5% | -69.2% | -13.5% |
| All | +29.6% | +303.4% | -273.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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