+1,153.8%
EMF vs SPY
+2,954.7%
-1,801.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.3% |
| 7D | -3.1% | -2.7% | -0.4% | -0.7% |
| 30D | -10.6% | -5.4% | -5.2% | -6.1% |
| 3M | -6.6% | -4.1% | -2.6% | -3.0% |
| 6M | -7.6% | +0.7% | -8.3% | -7.7% |
| YTD | +21.5% | +8.7% | +12.8% | +13.9% |
| 1Y | +24.4% | +10.9% | +13.5% | +14.4% |
| 3Y | +121.0% | +75.0% | +46.0% | +33.2% |
| 5Y | +70.8% | +67.8% | +3.0% | +4.6% |
| 10Y | +213.0% | +312.9% | -99.9% | -20.1% |
| All | +1,153.8% | +2,954.7% | -1,801.0% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling