+37.6%
EMB vs RVTY
+219.4%
-181.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | +1.5% | +1.7% | -0.2% | +1.2% |
| 3M | -1.6% | +36.8% | -38.4% | -5.6% |
| 6M | -1.5% | +60.1% | -61.6% | -7.7% |
| YTD | -0.1% | +64.0% | -64.0% | -7.0% |
| 1Y | +0.5% | +68.2% | -67.7% | -6.9% |
| 3Y | +30.2% | +88.8% | -58.6% | +16.6% |
| 5Y | +8.6% | -10.5% | +19.1% | +7.0% |
| All | +37.6% | +219.4% | -181.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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