+1,344.7%
EME vs XHB
+215.4%
+1,129.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.3% |
| 7D | +3.5% | -4.6% | +8.2% | +6.7% |
| 30D | -6.3% | -9.1% | +2.8% | -0.5% |
| 3M | -3.8% | -8.6% | +4.8% | +1.3% |
| 6M | +8.5% | -4.0% | +12.5% | +10.5% |
| YTD | +27.8% | -3.9% | +31.8% | +29.3% |
| 1Y | +22.2% | -16.5% | +38.7% | +35.2% |
| 3Y | +253.5% | +22.6% | +230.9% | +191.0% |
| 5Y | +578.6% | +33.9% | +544.7% | +413.2% |
| All | +1,344.7% | +215.4% | +1,129.3% | +476.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling