+149.7%
XBI vs EMR
+284.0%
-134.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.6% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -2.0% | -6.8% | +4.8% | +1.1% |
| 3M | +17.8% | +7.5% | +10.3% | +13.1% |
| 6M | +23.7% | +9.9% | +13.9% | +17.3% |
| YTD | +28.2% | +16.0% | +12.3% | +17.7% |
| 1Y | +64.0% | +12.4% | +51.5% | +52.2% |
| 3Y | +99.4% | +60.2% | +39.2% | +52.2% |
| 5Y | +19.3% | +67.9% | -48.5% | -12.1% |
| All | +149.7% | +284.0% | -134.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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