+29.4%
EMB vs REPL
-6.0%
+35.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | 0.0% | -3.0% | +3.0% | 0.0% |
| 30D | -0.3% | +27.1% | -27.4% | -0.6% |
| 3M | -0.4% | +52.4% | -52.8% | -1.5% |
| 6M | +0.1% | +107.4% | -107.3% | -2.7% |
| YTD | +1.6% | +54.7% | -53.1% | -0.9% |
| 1Y | +5.6% | +158.9% | -153.2% | +1.2% |
| 3Y | +29.8% | -23.7% | +53.6% | +23.1% |
| 5Y | +7.3% | -54.3% | +61.6% | +2.2% |
| All | +29.4% | -6.0% | +35.4% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling