+36.2%
EMB vs RACE
+729.2%
-693.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | +0.4% | +6.1% | -5.8% | -0.5% |
| 3M | -3.1% | -0.3% | -2.8% | -3.2% |
| 6M | -2.1% | +23.4% | -25.5% | -5.3% |
| YTD | -1.1% | +12.5% | -13.6% | -3.3% |
| 1Y | -0.1% | -0.5% | +0.4% | -0.6% |
| 3Y | +29.6% | +23.6% | +6.0% | +22.3% |
| 5Y | +7.2% | +65.4% | -58.2% | -5.2% |
| All | +36.2% | +729.2% | -693.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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