+144.5%
EMGF vs SPY
+304.1%
-159.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -0.4% | -0.6% | +0.1% | +0.1% |
| 30D | -8.7% | -3.7% | -5.0% | -5.8% |
| 3M | -6.7% | -2.7% | -3.9% | -4.4% |
| 6M | -10.0% | +2.2% | -12.2% | -11.0% |
| YTD | +13.6% | +10.8% | +2.8% | +5.8% |
| 1Y | +13.4% | +11.2% | +2.2% | +5.3% |
| 3Y | +77.1% | +76.5% | +0.6% | +14.5% |
| 5Y | +52.3% | +72.9% | -20.6% | -1.0% |
| 10Y | +144.5% | +304.8% | -160.3% | -25.4% |
| All | +144.5% | +304.1% | -159.6% | -25.4% |
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