+7.5%
EMB vs XME
+108.0%
-100.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +0.4% | -6.1% | +6.5% | +1.0% |
| 3M | -3.1% | -18.6% | +15.5% | -0.9% |
| 6M | -2.1% | -23.9% | +21.8% | +0.8% |
| YTD | -1.1% | -9.3% | +8.3% | -0.9% |
| 1Y | -0.1% | +1.8% | -1.8% | -1.4% |
| 3Y | +29.6% | +93.0% | -63.4% | +14.7% |
| All | +7.5% | +108.0% | -100.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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