+126.1%
EMB vs RMD
+1,158.1%
-1,032.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +0.5% | +1.9% | -1.4% | +0.3% |
| 3M | -2.5% | +6.3% | -8.8% | -3.0% |
| 6M | -2.0% | +18.2% | -20.3% | -3.6% |
| YTD | -0.9% | +0.3% | -1.1% | -1.2% |
| 1Y | -0.3% | -4.3% | +4.0% | -0.3% |
| 3Y | +29.2% | +71.3% | -42.1% | +22.3% |
| 5Y | +7.4% | -1.8% | +9.2% | +5.5% |
| 10Y | +35.8% | +344.6% | -308.8% | +19.0% |
| All | +126.1% | +1,158.1% | -1,032.0% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling