+131.7%
EMB vs RRX
+365.6%
-233.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | 0.0% | +3.4% | -3.5% | -0.3% |
| 30D | -0.3% | -11.1% | +10.8% | +0.7% |
| 3M | -0.4% | -23.7% | +23.3% | +1.6% |
| 6M | +0.1% | -22.0% | +22.1% | +1.6% |
| YTD | +1.6% | +16.5% | -14.9% | -0.9% |
| 1Y | +5.6% | +11.5% | -5.9% | +3.2% |
| 3Y | +29.8% | +1.5% | +28.3% | +25.9% |
| 5Y | +7.3% | +18.3% | -11.0% | +1.4% |
| 10Y | +30.4% | +209.8% | -179.4% | +11.2% |
| All | +131.7% | +365.6% | -233.8% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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