+11.4%
EMB vs RVMD
+634.9%
-623.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +0.3% | -1.2% | +1.5% | +0.3% |
| 30D | -0.5% | +1.1% | -1.5% | -0.6% |
| 3M | +0.3% | +39.6% | -39.3% | -1.4% |
| 6M | +1.2% | +110.7% | -109.5% | -3.1% |
| YTD | +1.5% | +160.3% | -158.8% | -4.2% |
| 1Y | +4.8% | +404.9% | -400.1% | -4.7% |
| 3Y | +30.4% | +545.5% | -515.1% | +14.9% |
| 5Y | +7.3% | +584.7% | -577.4% | -8.3% |
| All | +11.4% | +634.9% | -623.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling