+6.9%
EMB vs RNG
-70.2%
+77.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | -0.3% | +8.6% | -8.9% | -0.8% |
| 3M | -0.3% | +78.0% | -78.3% | -3.6% |
| 6M | +0.7% | +67.0% | -66.3% | -2.6% |
| YTD | +1.3% | +142.4% | -141.2% | -4.8% |
| 1Y | +4.7% | +120.4% | -115.8% | -1.1% |
| 3Y | +30.1% | +122.1% | -92.0% | +20.9% |
| 5Y | +6.9% | -69.8% | +76.7% | +1.9% |
| All | +6.9% | -70.2% | +77.1% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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