+550.5%
EME vs XHB
+30.4%
+520.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.5% |
| 7D | +0.9% | -5.2% | +6.2% | +3.9% |
| 30D | -8.4% | -12.1% | +3.8% | -1.8% |
| 3M | -3.6% | -6.2% | +2.6% | -0.7% |
| 6M | +3.6% | -6.7% | +10.3% | +6.9% |
| YTD | +22.5% | -5.5% | +28.0% | +25.0% |
| 1Y | +18.2% | -15.6% | +33.8% | +28.2% |
| 3Y | +238.4% | +22.0% | +216.4% | +189.0% |
| 5Y | +550.5% | +31.8% | +518.7% | +432.9% |
| All | +550.5% | +30.4% | +520.1% | +432.9% |
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