+44.1%
EMB vs RUN
-33.9%
+78.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -0.9% | -13.5% | +12.6% | -0.4% |
| 30D | +0.4% | +18.3% | -17.9% | -0.4% |
| 3M | -3.1% | -12.5% | +9.4% | -2.8% |
| 6M | -2.1% | -40.3% | +38.3% | -0.5% |
| YTD | -1.1% | -53.1% | +52.0% | +0.7% |
| 1Y | -0.1% | -54.3% | +54.2% | +1.8% |
| 3Y | +29.6% | -6.5% | +36.1% | +21.9% |
| 5Y | +7.2% | -85.3% | +92.5% | +6.6% |
| 10Y | +35.5% | +68.9% | -33.4% | +20.1% |
| All | +44.1% | -33.9% | +78.0% | +28.9% |
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