+30.3%
EMB vs RY
+360.9%
-330.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +1.3% | +5.9% | -4.6% | -0.2% |
| 3M | -2.2% | -4.3% | +2.0% | -1.3% |
| 6M | -2.3% | +12.1% | -14.5% | -5.4% |
| YTD | -0.6% | +20.3% | -20.9% | -5.5% |
| 1Y | +0.5% | +41.0% | -40.5% | -8.4% |
| 3Y | +29.4% | +157.5% | -128.1% | -0.1% |
| 5Y | +6.5% | +123.2% | -116.7% | -15.3% |
| All | +30.3% | +360.9% | -330.5% | -10.1% |
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