+6.7%
EMB vs ROIV
+270.3%
-263.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.2% |
| 7D | -0.1% | +5.3% | -5.4% | -0.3% |
| 30D | +1.3% | +11.9% | -10.6% | +0.9% |
| 3M | -2.2% | +10.7% | -13.0% | -2.7% |
| 6M | -2.3% | +34.9% | -37.3% | -3.6% |
| YTD | -0.6% | +79.2% | -79.8% | -3.0% |
| 1Y | +0.5% | +89.0% | -88.5% | -2.2% |
| 3Y | +29.4% | +337.3% | -307.9% | +21.9% |
| 5Y | +6.5% | +402.3% | -395.8% | -3.4% |
| All | +6.7% | +270.3% | -263.6% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling