+645.2%
SPY vs EMB
+132.1%
+513.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -0.3% | +0.4% | +0.3% |
| 3M | +2.0% | -0.4% | +2.4% | +2.4% |
| 6M | +13.0% | +0.1% | +12.9% | +13.0% |
| YTD | +13.5% | +1.6% | +12.0% | +12.4% |
| 1Y | +20.0% | +5.6% | +14.4% | +15.5% |
| 3Y | +77.2% | +29.8% | +47.4% | +48.0% |
| 5Y | +81.9% | +7.3% | +74.6% | +71.9% |
| 10Y | +314.1% | +30.4% | +283.6% | +252.8% |
| All | +645.2% | +132.1% | +513.0% | +441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling