+10.1%
EMB vs OUST
-60.6%
+70.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | +14.0% | -14.4% | -0.8% |
| 30D | +1.5% | +2.5% | -1.0% | +1.3% |
| 3M | -1.6% | -15.3% | +13.7% | -1.4% |
| 6M | -1.5% | +42.6% | -44.1% | -3.3% |
| YTD | -0.1% | +76.6% | -76.7% | -2.8% |
| 1Y | +0.5% | +54.1% | -53.5% | -1.9% |
| 3Y | +30.2% | +675.3% | -645.0% | +17.5% |
| 5Y | +8.6% | -45.1% | +53.7% | +2.3% |
| All | +10.1% | -60.6% | +70.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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