+926.8%
XBI vs EME
+3,966.2%
-3,039.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.9% | -0.7% |
| 7D | -3.6% | +2.7% | -6.4% | -4.6% |
| 30D | +0.9% | -6.8% | +7.7% | +3.2% |
| 3M | +21.4% | -8.8% | +30.3% | +23.8% |
| 6M | +25.5% | +5.0% | +20.5% | +21.0% |
| YTD | +30.8% | +23.5% | +7.4% | +18.1% |
| 1Y | +68.6% | +21.3% | +47.3% | +50.9% |
| 3Y | +103.9% | +241.1% | -137.1% | +16.0% |
| 5Y | +20.8% | +549.2% | -528.4% | -47.6% |
| 10Y | +164.0% | +1,306.4% | -1,142.4% | -20.7% |
| All | +926.8% | +3,966.2% | -3,039.4% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling