+29.3%
EMB vs REPL
-7.7%
+37.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | +0.3% | -5.7% | +6.0% | +0.4% |
| 30D | -0.5% | +22.5% | -23.0% | -0.8% |
| 3M | +0.3% | +64.7% | -64.3% | -0.9% |
| 6M | +1.2% | +83.0% | -81.8% | -1.5% |
| YTD | +1.5% | +52.0% | -50.5% | -1.0% |
| 1Y | +4.8% | +144.5% | -139.7% | +0.5% |
| 3Y | +30.4% | -25.1% | +55.4% | +23.6% |
| 5Y | +7.3% | -52.9% | +60.1% | +2.1% |
| All | +29.3% | -7.7% | +37.0% | +15.5% |
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