+30.3%
EMB vs RBA
+228.6%
-198.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.1% | +4.3% | -4.4% | -0.5% |
| 30D | +1.3% | +16.3% | -15.0% | -0.3% |
| 3M | -2.2% | +1.3% | -3.6% | -2.5% |
| 6M | -2.3% | -11.1% | +8.7% | -1.5% |
| YTD | -0.6% | -8.5% | +7.8% | -0.3% |
| 1Y | +0.5% | -2.1% | +2.6% | 0.0% |
| 3Y | +29.4% | +44.6% | -15.1% | +22.4% |
| 5Y | +6.5% | +36.8% | -30.3% | +0.4% |
| All | +30.3% | +228.6% | -198.3% | +8.3% |
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