+65.8%
EMR vs XHB
+34.8%
+31.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | +0.9% | -1.9% | +2.8% | +2.1% |
| 30D | -5.0% | -8.3% | +3.4% | +0.1% |
| 3M | +5.9% | -7.1% | +13.1% | +10.5% |
| 6M | +7.3% | -5.3% | +12.6% | +10.7% |
| YTD | +14.6% | -3.2% | +17.7% | +16.8% |
| 1Y | +15.6% | -13.9% | +29.5% | +25.6% |
| 3Y | +60.2% | +24.9% | +35.3% | +39.5% |
| 5Y | +65.8% | +34.5% | +31.3% | +34.8% |
| All | +65.8% | +34.8% | +31.0% | +34.8% |
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