+131.7%
EMB vs RRC
-3.1%
+134.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | 0.0% | +1.3% | -1.3% | 0.0% |
| 30D | -0.3% | +10.1% | -10.4% | -0.6% |
| 3M | -0.4% | +4.0% | -4.4% | -0.6% |
| 6M | +0.1% | +1.6% | -1.5% | 0.0% |
| YTD | +1.6% | +19.7% | -18.1% | +0.9% |
| 1Y | +5.6% | +21.4% | -15.8% | +4.8% |
| 3Y | +29.8% | +29.7% | +0.2% | +28.2% |
| 5Y | +7.3% | +153.9% | -146.6% | +3.1% |
| 10Y | +30.4% | +10.8% | +19.6% | +24.4% |
| All | +131.7% | -3.1% | +134.8% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling