+7.4%
EMB vs RUN
-85.5%
+92.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | -0.6% |
| 7D | -0.7% | -13.7% | +13.0% | -0.1% |
| 30D | +0.5% | +9.4% | -8.8% | 0.0% |
| 3M | -2.5% | -13.4% | +10.9% | -2.1% |
| 6M | -2.0% | -39.6% | +37.6% | -0.5% |
| YTD | -0.9% | -53.7% | +52.8% | +1.0% |
| 1Y | -0.3% | -56.2% | +55.9% | +1.6% |
| 3Y | +29.2% | -9.7% | +38.9% | +20.5% |
| 5Y | +7.4% | -85.5% | +92.9% | +7.0% |
| All | +7.4% | -85.5% | +92.9% | +7.0% |
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