+83.4%
EMR vs EMB
+6.6%
+76.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.4% |
| 30D | +2.0% | +1.3% | +0.7% | +0.6% |
| 3M | +3.8% | -2.2% | +6.1% | +6.4% |
| 6M | +10.5% | -2.3% | +12.9% | +13.6% |
| YTD | +23.7% | -0.6% | +24.3% | +25.2% |
| 1Y | +25.4% | +0.5% | +24.9% | +25.7% |
| 3Y | +86.6% | +29.4% | +57.1% | +51.1% |
| All | +83.4% | +6.6% | +76.8% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling