+7.5%
EMB vs REPL
-35.0%
+42.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.9% | +1.2% | -2.2% | -0.9% |
| 30D | +0.4% | +92.2% | -91.8% | -0.1% |
| 3M | -3.1% | +44.1% | -47.2% | -3.4% |
| 6M | -2.1% | +313.0% | -315.1% | -3.5% |
| YTD | -1.1% | +125.2% | -126.3% | -2.6% |
| 1Y | -0.1% | +143.8% | -143.8% | -1.7% |
| 3Y | +29.6% | +104.2% | -74.6% | +22.6% |
| All | +7.5% | -35.0% | +42.5% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling