+125.6%
EMB vs TAP
+25.2%
+100.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.4% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +1.3% | +9.1% | -7.8% | +0.5% |
| 3M | -2.7% | -3.8% | +1.1% | -2.5% |
| 6M | -2.8% | -3.4% | +0.6% | -2.8% |
| YTD | -1.1% | -10.6% | +9.5% | -0.5% |
| 1Y | 0.0% | -4.4% | +4.4% | -0.1% |
| 3Y | +28.8% | -24.4% | +53.2% | +30.8% |
| 5Y | +6.0% | +2.1% | +3.9% | +4.4% |
| 10Y | +29.1% | -48.7% | +77.9% | +30.9% |
| All | +125.6% | +25.2% | +100.4% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling