+8.6%
EMB vs RVMD
+510.7%
-502.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -0.9% | -10.4% | +9.5% | -0.4% |
| 30D | +0.4% | -11.0% | +11.3% | +0.8% |
| 3M | -3.1% | -14.7% | +11.6% | -2.5% |
| 6M | -2.1% | +14.9% | -17.0% | -3.0% |
| YTD | -1.1% | +116.3% | -117.4% | -5.9% |
| 1Y | -0.1% | +167.6% | -167.7% | -6.0% |
| 3Y | +29.6% | +776.8% | -747.2% | +12.8% |
| 5Y | +7.2% | +424.8% | -417.6% | -7.1% |
| All | +8.6% | +510.7% | -502.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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