+29.7%
EMB vs RUN
+43.4%
-13.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | -1.1% | -14.0% | +12.9% | -0.5% |
| 3M | -0.8% | -27.5% | +26.7% | +0.4% |
| 6M | -0.1% | -29.0% | +28.9% | +1.0% |
| YTD | +0.4% | -53.1% | +53.5% | +2.7% |
| 1Y | +3.3% | -46.7% | +50.0% | +4.6% |
| 3Y | +29.0% | -38.3% | +67.4% | +23.0% |
| 5Y | +6.3% | -80.7% | +87.0% | +4.6% |
| All | +29.7% | +43.4% | -13.7% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling