+215.1%
EEM vs XHB
+173.9%
+41.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.3% |
| 7D | +2.3% | -1.3% | +3.6% | +3.0% |
| 30D | +4.5% | -6.9% | +11.4% | +8.5% |
| 3M | -0.1% | -1.3% | +1.2% | +0.1% |
| 6M | +16.9% | -6.8% | +23.7% | +20.7% |
| YTD | +26.2% | +0.7% | +25.5% | +24.5% |
| 1Y | +40.5% | -11.2% | +51.8% | +47.6% |
| 3Y | +86.2% | +25.3% | +60.9% | +55.4% |
| 5Y | +45.5% | +37.3% | +8.1% | +11.2% |
| 10Y | +128.6% | +211.5% | -82.9% | +1.3% |
| All | +215.1% | +173.9% | +41.2% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling