+30.7%
EMB vs RBA
+189.2%
-158.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | -0.3% | -13.0% | +12.7% | +1.1% |
| 3M | -0.3% | -23.1% | +22.8% | +2.2% |
| 6M | +0.7% | -22.6% | +23.3% | +3.1% |
| YTD | +1.3% | -20.4% | +21.7% | +3.1% |
| 1Y | +4.7% | -29.6% | +34.3% | +7.9% |
| 3Y | +30.1% | +26.6% | +3.5% | +24.7% |
| 5Y | +6.9% | +38.2% | -31.3% | +0.2% |
| 10Y | +30.7% | +194.7% | -164.0% | +9.0% |
| All | +30.7% | +189.2% | -158.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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