+131.4%
EMB vs RSG
+936.3%
-804.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -0.5% | +3.3% | -3.8% | -0.9% |
| 3M | +0.3% | +8.5% | -8.1% | -0.8% |
| 6M | +1.2% | -3.5% | +4.7% | +1.5% |
| YTD | +1.5% | +5.5% | -4.0% | +0.6% |
| 1Y | +4.8% | -1.7% | +6.5% | +4.8% |
| 3Y | +30.4% | +56.9% | -26.5% | +22.2% |
| 5Y | +7.3% | +89.4% | -82.1% | -2.2% |
| 10Y | +29.7% | +412.5% | -382.8% | +5.4% |
| All | +131.4% | +936.3% | -804.8% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling