+279.0%
EMR vs XHB
+237.3%
+41.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | +3.3% | +9.9% | -6.7% | -3.4% |
| 3M | +1.7% | -6.3% | +8.0% | +5.7% |
| 6M | +21.7% | +3.8% | +17.8% | +17.7% |
| YTD | +26.8% | +0.1% | +26.6% | +25.8% |
| 1Y | +31.6% | -0.8% | +32.4% | +31.2% |
| 3Y | +102.5% | +35.6% | +66.9% | +58.8% |
| 5Y | +87.5% | +29.6% | +58.0% | +47.9% |
| All | +279.0% | +237.3% | +41.7% | +46.5% |
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