+7.2%
EMB vs RVMD
+574.1%
-566.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | 0.0% | -0.7% | +0.8% | +0.1% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | -0.3% | +38.9% | -39.2% | -1.7% |
| 6M | +0.7% | +108.1% | -107.4% | -2.8% |
| YTD | +1.3% | +160.7% | -159.5% | -3.6% |
| 1Y | +4.7% | +407.3% | -402.6% | -3.7% |
| 3Y | +30.1% | +546.6% | -516.5% | +16.4% |
| All | +7.2% | +574.1% | -566.9% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling