+131.7%
EMB vs XME
+128.5%
+3.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -0.3% | +6.0% | -6.3% | -0.9% |
| 3M | -0.4% | -7.7% | +7.3% | +0.1% |
| 6M | +0.1% | +1.0% | -0.8% | -0.3% |
| YTD | +1.6% | +14.6% | -13.0% | 0.0% |
| 1Y | +5.6% | +46.0% | -40.3% | +1.6% |
| 3Y | +29.8% | +127.0% | -97.2% | +19.5% |
| 5Y | +7.3% | +175.8% | -168.5% | -3.6% |
| 10Y | +30.4% | +414.6% | -384.2% | +9.1% |
| All | +131.7% | +128.5% | +3.2% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling