+48.0%
EMB vs RUN
-31.9%
+80.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -0.3% | -15.3% | +15.0% | +0.3% |
| 3M | -0.4% | -40.0% | +39.6% | +1.4% |
| 6M | +0.1% | -27.0% | +27.1% | +0.9% |
| YTD | +1.6% | -51.7% | +53.3% | +3.5% |
| 1Y | +5.6% | -45.9% | +51.5% | +6.8% |
| 3Y | +29.8% | -43.8% | +73.6% | +25.0% |
| 5Y | +7.3% | -80.5% | +87.8% | +5.5% |
| 10Y | +30.4% | +45.3% | -14.8% | +15.9% |
| All | +48.0% | -31.9% | +80.0% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling