+36.9%
EMB vs RY
+355.6%
-318.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.4% | -3.0% | +2.6% | +0.4% |
| 30D | +1.5% | +6.3% | -4.7% | -0.1% |
| 3M | -1.6% | -2.6% | +1.0% | -1.0% |
| 6M | -1.5% | +13.9% | -15.4% | -4.9% |
| YTD | -0.1% | +21.7% | -21.8% | -5.3% |
| 1Y | +0.5% | +40.4% | -39.9% | -8.3% |
| 3Y | +30.2% | +161.3% | -131.1% | 0.0% |
| 5Y | +8.6% | +126.5% | -117.9% | -14.1% |
| 10Y | +36.9% | +354.3% | -317.5% | -6.9% |
| All | +36.9% | +355.6% | -318.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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