+6.9%
EMB vs SPXU
-85.9%
+92.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | 0.0% |
| 7D | 0.0% | +1.3% | -1.2% | +0.2% |
| 30D | -0.3% | +5.1% | -5.4% | +0.3% |
| 3M | -0.3% | -9.1% | +8.8% | -1.1% |
| 6M | +0.7% | -29.6% | +30.3% | -2.6% |
| YTD | +1.3% | -27.7% | +28.9% | -1.7% |
| 1Y | +4.7% | -37.0% | +41.7% | +0.2% |
| 3Y | +30.1% | -80.2% | +110.3% | +11.5% |
| 5Y | +6.9% | -86.0% | +92.9% | -9.0% |
| All | +6.9% | -85.9% | +92.7% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling