+7.1%
EMB vs RUN
-79.3%
+86.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.3% |
| 7D | +0.3% | +10.2% | -9.9% | -0.1% |
| 30D | -0.5% | -9.6% | +9.1% | -0.1% |
| 3M | +0.3% | -31.5% | +31.8% | +1.6% |
| 6M | +1.2% | -18.7% | +19.9% | +1.6% |
| YTD | +1.5% | -49.9% | +51.4% | +3.2% |
| 1Y | +4.8% | -45.5% | +50.3% | +5.9% |
| 3Y | +30.4% | -34.1% | +64.4% | +24.0% |
| All | +7.1% | -79.3% | +86.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling