+29.7%
EMB vs TAP
-52.1%
+81.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.3% |
| 7D | +0.3% | -2.3% | +2.6% | +0.5% |
| 30D | -0.5% | -9.4% | +8.9% | +0.4% |
| 3M | +0.3% | -0.8% | +1.1% | +0.3% |
| 6M | +1.2% | -14.7% | +15.9% | +2.6% |
| YTD | +1.5% | -13.9% | +15.4% | +2.7% |
| 1Y | +4.8% | -18.6% | +23.4% | +6.5% |
| 3Y | +30.4% | -32.0% | +62.4% | +34.4% |
| 5Y | +7.3% | -1.0% | +8.2% | +5.5% |
| 10Y | +29.7% | -51.4% | +81.1% | +36.1% |
| All | +29.7% | -52.1% | +81.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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