+263.6%
EMR vs XHB
+210.4%
+53.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | +0.3% |
| 7D | -1.2% | -5.2% | +4.0% | +2.4% |
| 30D | -9.4% | -12.1% | +2.7% | -1.2% |
| 3M | +8.6% | -6.2% | +14.8% | +13.0% |
| 6M | +6.7% | -6.7% | +13.4% | +11.6% |
| YTD | +13.1% | -5.5% | +18.5% | +17.1% |
| 1Y | +12.7% | -15.6% | +28.4% | +25.7% |
| 3Y | +58.1% | +22.0% | +36.1% | +33.4% |
| 5Y | +63.6% | +31.8% | +31.8% | +27.0% |
| All | +263.6% | +210.4% | +53.2% | +45.3% |
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