+7.4%
EMB vs XHB
+30.4%
-22.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -0.7% | -2.4% | +1.8% | -0.2% |
| 30D | +0.5% | +7.1% | -6.5% | -1.0% |
| 3M | -2.5% | -6.0% | +3.5% | -1.4% |
| 6M | -2.0% | +2.1% | -4.1% | -2.9% |
| YTD | -0.9% | -0.6% | -0.3% | -1.6% |
| 1Y | -0.3% | -3.3% | +3.0% | -0.5% |
| 3Y | +29.2% | +34.1% | -4.9% | +16.1% |
| 5Y | +7.4% | +28.6% | -21.2% | -7.6% |
| All | +7.4% | +30.4% | -22.9% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling