+131.0%
EMB vs MKTX
+1,528.1%
-1,397.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | 0.0% | +0.3% | -0.2% | 0.0% |
| 30D | -0.3% | +1.0% | -1.2% | -0.3% |
| 3M | -0.3% | +40.8% | -41.1% | -1.6% |
| 6M | +0.7% | -10.9% | +11.6% | +1.0% |
| YTD | +1.3% | -8.6% | +9.9% | +1.4% |
| 1Y | +4.7% | -11.6% | +16.3% | +4.9% |
| 3Y | +30.1% | -24.5% | +54.6% | +30.6% |
| 5Y | +6.9% | -60.7% | +67.6% | +9.1% |
| 10Y | +30.7% | +5.1% | +25.6% | +30.6% |
| All | +131.0% | +1,528.1% | -1,397.1% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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