+4,093.9%
EME vs XHB
+167.3%
+3,926.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +4.2% |
| 7D | +5.2% | +0.2% | +5.0% | +4.9% |
| 30D | -5.4% | -9.1% | +3.7% | +0.9% |
| 3M | -6.1% | -2.3% | -3.8% | -5.3% |
| 6M | +9.7% | -4.1% | +13.8% | +11.8% |
| YTD | +26.6% | -1.7% | +28.3% | +26.1% |
| 1Y | +24.6% | -15.1% | +39.7% | +36.9% |
| 3Y | +249.6% | +26.8% | +222.8% | +179.0% |
| 5Y | +556.6% | +37.3% | +519.2% | +379.0% |
| 10Y | +1,286.6% | +205.7% | +1,080.9% | +448.4% |
| All | +4,093.9% | +167.3% | +3,926.7% | +1,228.9% |
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 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