+30.7%
EMB vs RRC
+4.5%
+26.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | 0.0% | -1.7% | +1.8% | +0.1% |
| 30D | -0.3% | +3.6% | -3.9% | -0.4% |
| 3M | -0.3% | +8.8% | -9.1% | -0.5% |
| 6M | +0.7% | +0.8% | 0.0% | +0.7% |
| YTD | +1.3% | +19.0% | -17.7% | +0.7% |
| 1Y | +4.7% | +22.9% | -18.2% | +3.9% |
| 3Y | +30.1% | +32.3% | -2.2% | +28.5% |
| 5Y | +6.9% | +151.6% | -144.7% | +3.3% |
| 10Y | +30.7% | +5.5% | +25.2% | +24.5% |
| All | +30.7% | +4.5% | +26.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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