+127.8%
EMB vs SPXU
-100.0%
+227.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.1% |
| 7D | -0.9% | -7.6% | +6.7% | -1.6% |
| 30D | +0.4% | +5.3% | -5.0% | +1.0% |
| 3M | -3.1% | +9.6% | -12.8% | -2.1% |
| 6M | -2.1% | -4.5% | +2.5% | -2.0% |
| YTD | -1.1% | -25.9% | +24.8% | -3.0% |
| 1Y | -0.1% | -28.9% | +28.8% | -2.3% |
| 3Y | +29.6% | -80.5% | +110.1% | +15.4% |
| 5Y | +7.2% | -83.4% | +90.6% | -2.8% |
| 10Y | +35.5% | -99.5% | +135.0% | +1.8% |
| All | +127.8% | -100.0% | +227.7% | +48.2% |
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