+267.8%
EMR vs EMB
+29.2%
+238.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.1% | +0.3% | +2.8% | +2.7% |
| 30D | -3.5% | -0.5% | -3.0% | -2.9% |
| 3M | +9.8% | +0.3% | +9.5% | +9.5% |
| 6M | +10.8% | +1.2% | +9.6% | +9.7% |
| YTD | +15.9% | +1.5% | +14.5% | +14.5% |
| 1Y | +16.4% | +4.8% | +11.6% | +10.6% |
| 3Y | +62.1% | +30.4% | +31.7% | +18.3% |
| 5Y | +62.9% | +7.3% | +55.7% | +56.8% |
| 10Y | +267.8% | +29.7% | +238.0% | +212.7% |
| All | +267.8% | +29.2% | +238.5% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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