+29.7%
EMB vs RMD
+276.6%
-246.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.1% | -4.2% | +3.1% | -0.7% |
| 30D | -1.1% | -2.1% | +1.0% | -0.9% |
| 3M | -0.8% | +13.8% | -14.5% | -2.1% |
| 6M | -0.1% | -10.6% | +10.6% | +0.8% |
| YTD | +0.4% | -8.1% | +8.5% | +0.9% |
| 1Y | +3.3% | -18.0% | +21.2% | +4.9% |
| 3Y | +29.0% | +52.9% | -23.8% | +22.0% |
| 5Y | +6.3% | -22.3% | +28.6% | +6.5% |
| All | +29.7% | +276.6% | -246.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling