+149.7%
XBI vs EME
+1,362.1%
-1,212.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.8% |
| 7D | -4.6% | +3.5% | -8.2% | -5.8% |
| 30D | -2.0% | -6.3% | +4.3% | -0.1% |
| 3M | +17.8% | -3.8% | +21.5% | +17.9% |
| 6M | +23.7% | +8.5% | +15.2% | +18.3% |
| YTD | +28.2% | +27.8% | +0.4% | +15.2% |
| 1Y | +64.0% | +22.2% | +41.7% | +47.3% |
| 3Y | +99.4% | +253.5% | -154.1% | +11.5% |
| 5Y | +19.3% | +578.6% | -559.3% | -50.3% |
| All | +149.7% | +1,362.1% | -1,212.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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