+29.6%
EMB vs SPXU
-99.6%
+129.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.3% |
| 7D | -1.2% | +2.5% | -3.7% | -0.9% |
| 30D | -1.3% | +4.2% | -5.4% | -0.8% |
| 3M | -1.8% | -9.3% | +7.5% | -2.6% |
| 6M | +0.2% | -30.7% | +30.9% | -3.2% |
| YTD | +0.4% | -28.1% | +28.5% | -2.5% |
| 1Y | +2.8% | -35.2% | +38.1% | -1.0% |
| 3Y | +29.1% | -79.9% | +109.1% | +12.3% |
| 5Y | +6.3% | -86.4% | +92.6% | -7.8% |
| All | +29.6% | -99.6% | +129.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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