+33.8%
EMB vs BOXX
+18.5%
+15.3%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -1.3% | +0.3% | -1.6% | -1.3% |
| 3M | -1.8% | +1.0% | -2.8% | -1.9% |
| 6M | +0.2% | +1.9% | -1.7% | -0.1% |
| YTD | +0.4% | +2.7% | -2.3% | -0.2% |
| 1Y | +2.8% | +4.0% | -1.2% | +1.6% |
| 3Y | +29.1% | +14.7% | +14.5% | +31.5% |
| All | +33.8% | +18.5% | +15.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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