+62.7%
EMR vs EMB
+7.4%
+55.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.6% | -0.3% | -5.3% | -5.3% |
| 3M | +7.9% | -0.4% | +8.4% | +8.6% |
| 6M | +6.0% | +0.1% | +5.9% | +6.3% |
| YTD | +16.4% | +1.6% | +14.9% | +15.1% |
| 1Y | +16.6% | +5.6% | +11.0% | +11.3% |
| 3Y | +62.9% | +29.8% | +33.0% | +30.8% |
| All | +62.7% | +7.4% | +55.4% | +50.5% |
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