+8.6%
EMB vs VSXY
+42.7%
-34.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.3% |
| 7D | +0.3% | -6.8% | +7.1% | +0.5% |
| 30D | -0.5% | -20.4% | +19.9% | +0.3% |
| 3M | +0.3% | +2.9% | -2.6% | +0.1% |
| 6M | +1.2% | +67.9% | -66.7% | -1.5% |
| YTD | +1.5% | +44.9% | -43.4% | -0.8% |
| 1Y | +4.8% | +205.9% | -201.1% | -1.1% |
| 3Y | +30.4% | +373.9% | -343.5% | +17.3% |
| 5Y | +7.3% | +23.5% | -16.2% | +1.8% |
| All | +8.6% | +42.7% | -34.1% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling