+75.0%
SPY vs EMB
+28.8%
+46.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.5% |
| 30D | -5.4% | +1.3% | -6.7% | -7.0% |
| 3M | -4.1% | -2.2% | -1.8% | -1.1% |
| 6M | +0.7% | -2.3% | +3.1% | +4.0% |
| YTD | +8.7% | -0.6% | +9.3% | +9.8% |
| 1Y | +10.9% | +0.5% | +10.4% | +10.4% |
| 3Y | +75.0% | +29.4% | +45.6% | +39.1% |
| All | +75.0% | +28.8% | +46.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling