+29.6%
EMB vs TAP
-22.2%
+51.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.4% |
| 7D | -0.9% | +1.3% | -2.2% | -1.0% |
| 30D | +0.4% | +5.7% | -5.4% | 0.0% |
| 3M | -3.1% | -1.9% | -1.2% | -3.1% |
| 6M | -2.1% | +0.9% | -3.0% | -2.2% |
| YTD | -1.1% | -9.5% | +8.4% | -0.8% |
| 1Y | -0.1% | -9.0% | +8.9% | +0.2% |
| 3Y | +29.6% | -22.2% | +51.8% | +33.8% |
| All | +29.6% | -22.2% | +51.7% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling