+285.6%
FITB vs EMB
+29.7%
+255.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.3% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -5.1% | -0.3% | -4.9% | -4.8% |
| 3M | +3.5% | -0.3% | +3.8% | +3.9% |
| 6M | +17.2% | +0.7% | +16.5% | +16.0% |
| YTD | +17.6% | +1.3% | +16.4% | +15.5% |
| 1Y | +23.4% | +4.7% | +18.7% | +15.3% |
| 3Y | +129.7% | +30.1% | +99.7% | +56.6% |
| 5Y | +68.4% | +6.9% | +61.6% | +58.7% |
| 10Y | +285.6% | +30.7% | +254.9% | +214.3% |
| All | +285.6% | +29.7% | +255.9% | +214.3% |
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