+128.5%
EEM vs XHB
+215.4%
-86.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | -1.3% | -4.6% | +3.4% | +0.8% |
| 30D | +2.1% | -9.1% | +11.2% | +6.3% |
| 3M | +1.0% | -8.6% | +9.6% | +4.7% |
| 6M | +15.9% | -4.0% | +19.9% | +17.5% |
| YTD | +24.6% | -3.9% | +28.6% | +25.9% |
| 1Y | +32.3% | -16.5% | +48.7% | +41.5% |
| 3Y | +85.9% | +22.6% | +63.3% | +62.2% |
| 5Y | +45.4% | +33.9% | +11.4% | +18.7% |
| All | +128.5% | +215.4% | -86.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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