+26.6%
EMB vs REPL
+35.1%
-8.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.1% |
| 7D | -0.1% | +22.8% | -22.9% | -0.4% |
| 30D | +1.3% | +63.8% | -62.5% | +0.6% |
| 3M | -2.2% | +68.1% | -70.4% | -3.0% |
| 6M | -2.3% | +528.5% | -530.8% | -5.9% |
| YTD | -0.6% | +122.4% | -123.1% | -3.5% |
| 1Y | +0.5% | +154.4% | -153.9% | -2.7% |
| 3Y | +29.4% | +68.0% | -38.6% | +20.1% |
| 5Y | +6.5% | -35.4% | +41.9% | +1.1% |
| All | +26.6% | +35.1% | -8.5% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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