+100.2%
XBI vs EMR
+58.0%
+42.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -0.8% | -9.4% | +8.6% | +2.9% |
| 3M | +21.8% | +8.6% | +13.2% | +17.3% |
| 6M | +23.2% | +6.7% | +16.5% | +19.0% |
| YTD | +28.7% | +13.1% | +15.7% | +21.0% |
| 1Y | +67.8% | +12.7% | +55.0% | +57.4% |
| All | +100.2% | +58.0% | +42.2% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling