+280.3%
EMR vs EMB
+36.8%
+243.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +1.0% |
| 7D | +2.7% | -0.7% | +3.3% | +3.6% |
| 30D | +2.1% | +0.5% | +1.6% | +1.5% |
| 3M | +2.3% | -2.5% | +4.7% | +5.7% |
| 6M | +22.5% | -2.0% | +24.5% | +26.2% |
| YTD | +27.2% | -0.9% | +28.1% | +29.5% |
| 1Y | +28.0% | -0.3% | +28.3% | +29.5% |
| 3Y | +103.4% | +29.2% | +74.2% | +48.9% |
| 5Y | +88.2% | +7.4% | +80.7% | +80.4% |
| All | +280.3% | +36.8% | +243.5% | +213.6% |
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