+630.0%
SPY vs EMB
+128.5%
+501.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +1.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.5% |
| 30D | -3.3% | +1.5% | -4.8% | -4.4% |
| 3M | -2.4% | -1.9% | -0.5% | -1.0% |
| 6M | +2.6% | -1.6% | +4.2% | +3.9% |
| YTD | +11.2% | 0.0% | +11.2% | +11.4% |
| 1Y | +13.4% | +1.1% | +12.3% | +12.7% |
| 3Y | +79.9% | +30.9% | +49.0% | +49.6% |
| 5Y | +72.2% | +7.1% | +65.1% | +63.2% |
| 10Y | +307.3% | +31.1% | +276.2% | +247.7% |
| All | +630.0% | +128.5% | +501.5% | +437.0% |
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