+26.0%
EMBD vs SPY
+166.4%
-140.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.8% | -2.0% | +1.2% | -0.3% |
| 30D | -1.1% | -1.7% | +0.6% | -0.7% |
| 3M | -0.5% | +4.7% | -5.2% | -1.6% |
| 6M | +0.2% | +12.5% | -12.3% | -2.7% |
| YTD | +0.5% | +11.7% | -11.2% | -2.3% |
| 1Y | +3.2% | +17.5% | -14.3% | -0.9% |
| 3Y | +28.9% | +76.6% | -47.7% | +10.7% |
| 5Y | +12.7% | +82.0% | -69.3% | -5.6% |
| All | +26.0% | +166.4% | -140.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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