+174.8%
EXE vs EMB
+8.5%
+166.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -0.4% | -0.3% | -0.1% | -0.2% |
| 3M | +9.5% | -0.3% | +9.8% | +9.5% |
| 6M | -9.3% | +0.7% | -10.1% | -9.9% |
| YTD | -10.9% | +1.3% | -12.2% | -11.8% |
| 1Y | +4.3% | +4.7% | -0.4% | +1.2% |
| 3Y | +18.8% | +30.1% | -11.3% | +1.6% |
| 5Y | +101.4% | +6.9% | +94.6% | +76.0% |
| All | +174.8% | +8.5% | +166.3% | +136.7% |
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