+6.9%
EMB vs RUN
-80.3%
+87.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-09 to 2026-09-09.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | 0.0% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | -0.3% | -10.8% | +10.6% | +0.1% |
| 3M | -0.3% | -30.2% | +29.9% | +0.9% |
| 6M | +0.7% | -22.3% | +23.1% | +1.3% |
| YTD | +1.3% | -52.2% | +53.4% | +3.1% |
| 1Y | +4.7% | -45.1% | +49.8% | +5.7% |
| 3Y | +30.1% | -37.1% | +67.2% | +24.0% |
| 5Y | +6.9% | -80.3% | +87.1% | +4.7% |
| All | +6.9% | -80.3% | +87.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2021-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RUN 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…
2021-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling