+125.6%
EMB vs RBA
+426.7%
-301.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -0.1% | +4.3% | -4.4% | -0.4% |
| 30D | +1.3% | +16.3% | -15.0% | +0.1% |
| 3M | -2.7% | +1.3% | -4.0% | -2.9% |
| 6M | -2.8% | -11.1% | +8.2% | -2.2% |
| YTD | -1.1% | -8.5% | +7.3% | -0.9% |
| 1Y | 0.0% | -2.1% | +2.1% | -0.3% |
| 3Y | +28.8% | +44.6% | -15.8% | +24.0% |
| 5Y | +6.0% | +36.8% | -30.9% | +1.7% |
| 10Y | +29.1% | +227.3% | -198.2% | +15.1% |
| All | +125.6% | +426.7% | -301.2% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling