+65.1%
EMGF vs SPY
+81.8%
-16.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.4% |
| 7D | +2.4% | +0.5% | +1.9% | +2.0% |
| 30D | +5.0% | -0.9% | +5.9% | +5.7% |
| 3M | +4.9% | +3.9% | +1.0% | +2.3% |
| 6M | +22.0% | +14.5% | +7.4% | +11.8% |
| YTD | +28.5% | +12.9% | +15.5% | +18.9% |
| 1Y | +38.5% | +19.4% | +19.2% | +23.9% |
| 3Y | +99.5% | +78.5% | +21.0% | +38.4% |
| 5Y | +65.1% | +81.8% | -16.7% | +11.9% |
| All | +65.1% | +81.8% | -16.7% | +11.9% |
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