+29.6%
EMB vs RBA
+63.1%
-33.5%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | +0.4% | +8.3% | -8.0% | -0.2% |
| 3M | -3.1% | +10.5% | -13.7% | -3.9% |
| 6M | -2.1% | -5.9% | +3.8% | -1.9% |
| YTD | -1.1% | -6.9% | +5.8% | -1.2% |
| 1Y | -0.1% | -4.9% | +4.8% | -0.3% |
| 3Y | +29.6% | +64.5% | -34.9% | +19.4% |
| All | +29.6% | +63.1% | -33.5% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling