+131.7%
EMB vs RVTY
+493.5%
-361.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | -0.3% | +13.2% | -13.5% | -1.6% |
| 3M | -0.4% | +27.2% | -27.7% | -3.0% |
| 6M | +0.1% | +32.4% | -32.3% | -3.1% |
| YTD | +1.6% | +34.9% | -33.3% | -2.1% |
| 1Y | +5.6% | +52.4% | -46.8% | +0.3% |
| 3Y | +29.8% | +12.3% | +17.5% | +25.9% |
| 5Y | +7.3% | -30.8% | +38.1% | +8.4% |
| 10Y | +30.4% | +150.7% | -120.2% | +15.6% |
| All | +131.7% | +493.5% | -361.8% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling