+7.4%
EMB vs VSXY
+37.5%
-30.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.3% | -18.7% | +17.4% | -0.5% |
| 3M | -1.8% | -4.0% | +2.2% | -1.8% |
| 6M | +0.2% | +67.5% | -67.3% | -2.5% |
| YTD | +0.4% | +39.7% | -39.3% | -1.8% |
| 1Y | +2.8% | +180.0% | -177.2% | -2.6% |
| 3Y | +29.1% | +337.3% | -308.1% | +16.7% |
| 5Y | +6.3% | +22.7% | -16.4% | +1.0% |
| All | +7.4% | +37.5% | -30.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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