+131.7%
EMB vs XHB
+543.3%
-411.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -0.3% | -6.9% | +6.6% | +0.6% |
| 3M | -0.4% | -1.3% | +0.8% | -0.4% |
| 6M | +0.1% | -6.8% | +6.9% | +0.8% |
| YTD | +1.6% | +0.7% | +0.9% | +1.2% |
| 1Y | +5.6% | -11.2% | +16.9% | +6.8% |
| 3Y | +29.8% | +25.3% | +4.5% | +24.8% |
| 5Y | +7.3% | +37.3% | -30.0% | +1.0% |
| 10Y | +30.4% | +211.5% | -181.1% | +11.3% |
| All | +131.7% | +543.3% | -411.6% | +81.0% |
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