+131.7%
EMB vs RMD
+1,099.3%
-967.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | -5.0% | +5.0% | +0.4% |
| 30D | -0.3% | +2.2% | -2.5% | -0.5% |
| 3M | -0.4% | +17.8% | -18.3% | -1.9% |
| 6M | +0.1% | -11.3% | +11.5% | +0.9% |
| YTD | +1.6% | -4.4% | +6.0% | +1.7% |
| 1Y | +5.6% | -15.7% | +21.3% | +6.8% |
| 3Y | +29.8% | +47.7% | -17.9% | +24.4% |
| 5Y | +7.3% | -19.2% | +26.5% | +7.0% |
| 10Y | +30.4% | +280.4% | -250.0% | +15.6% |
| All | +131.7% | +1,099.3% | -967.6% | +82.4% |
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