+6.4%
EMB vs RVTY
-9.4%
+15.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -0.1% | -1.2% | +1.1% | 0.0% |
| 30D | +1.3% | +1.0% | +0.3% | +1.1% |
| 3M | -2.2% | +35.8% | -38.1% | -5.9% |
| 6M | -2.3% | +56.7% | -59.0% | -7.8% |
| YTD | -0.6% | +60.7% | -61.3% | -6.8% |
| 1Y | +0.5% | +73.7% | -73.2% | -6.8% |
| 3Y | +29.4% | +82.8% | -53.3% | +16.5% |
| All | +6.4% | -9.4% | +15.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling