+19.8%
XBI vs EMB
+6.1%
+13.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.4% |
| 7D | -4.6% | -1.1% | -3.5% | -3.0% |
| 30D | -0.8% | -1.1% | +0.3% | +0.9% |
| 3M | +21.8% | -0.8% | +22.6% | +23.4% |
| 6M | +23.2% | -0.1% | +23.2% | +23.8% |
| YTD | +28.7% | +0.4% | +28.3% | +28.4% |
| 1Y | +67.8% | +3.3% | +64.5% | +60.9% |
| 3Y | +100.6% | +29.0% | +71.6% | +42.1% |
| 5Y | +19.8% | +6.3% | +13.5% | +4.0% |
| All | +19.8% | +6.1% | +13.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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