+133.9%
EMB vs SPXU
-100.0%
+233.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.3% | +0.8% | -1.1% | -0.2% |
| 3M | -0.4% | -4.7% | +4.3% | -0.6% |
| 6M | +0.1% | -29.6% | +29.7% | -2.5% |
| YTD | +1.6% | -29.9% | +31.5% | -1.0% |
| 1Y | +5.6% | -39.1% | +44.7% | +1.8% |
| 3Y | +29.8% | -80.0% | +109.8% | +15.8% |
| 5Y | +7.3% | -86.0% | +93.3% | -4.2% |
| 10Y | +30.4% | -99.5% | +130.0% | -2.6% |
| All | +133.9% | -100.0% | +233.9% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling