+7.3%
EMB vs RMD
-21.0%
+28.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.2% |
| 7D | +0.3% | -4.5% | +4.7% | +0.7% |
| 30D | -0.5% | +4.6% | -5.1% | -0.9% |
| 3M | +0.3% | +14.8% | -14.5% | -1.1% |
| 6M | +1.2% | -12.1% | +13.2% | +2.2% |
| YTD | +1.5% | -7.5% | +8.9% | +1.9% |
| 1Y | +4.8% | -20.1% | +24.9% | +6.8% |
| 3Y | +30.4% | +53.9% | -23.5% | +22.4% |
| 5Y | +7.3% | -22.2% | +29.5% | +7.6% |
| All | +7.3% | -21.0% | +28.3% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling