+29.6%
EMB vs RSG
+428.9%
-399.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -1.3% | +4.0% | -5.2% | -1.9% |
| 3M | -1.8% | +7.4% | -9.2% | -3.1% |
| 6M | +0.2% | +0.1% | +0.1% | 0.0% |
| YTD | +0.4% | +6.0% | -5.6% | -1.0% |
| 1Y | +2.8% | -3.0% | +5.8% | +3.1% |
| 3Y | +29.1% | +56.5% | -27.4% | +16.9% |
| 5Y | +6.3% | +90.9% | -84.7% | -8.4% |
| All | +29.6% | +428.9% | -399.3% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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