+12.4%
EMBD vs SPY
+72.1%
-59.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | -1.9% | +2.6% | -4.5% | -2.5% |
| 30D | -1.1% | -2.0% | +0.9% | -0.7% |
| 3M | -3.9% | -2.8% | -1.2% | -3.3% |
| 6M | -2.8% | +2.1% | -4.9% | -3.4% |
| YTD | -2.1% | +11.5% | -13.6% | -4.9% |
| 1Y | -1.2% | +13.5% | -14.7% | -4.5% |
| 3Y | +28.4% | +77.7% | -49.3% | +9.0% |
| All | +12.4% | +72.1% | -59.7% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling