+167.7%
XLB vs EMB
+30.9%
+136.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.2% |
| 7D | -1.4% | +0.8% | -2.2% | -2.2% |
| 30D | +7.1% | +1.5% | +5.6% | +5.4% |
| 3M | +0.6% | -1.9% | +2.5% | +2.9% |
| 6M | +3.5% | -1.6% | +5.1% | +5.5% |
| YTD | +18.2% | 0.0% | +18.2% | +18.5% |
| 1Y | +25.6% | +1.1% | +24.5% | +24.5% |
| 3Y | +46.7% | +30.9% | +15.8% | +10.0% |
| 5Y | +30.9% | +7.1% | +23.8% | +23.2% |
| 10Y | +167.7% | +31.1% | +136.6% | +118.7% |
| All | +167.7% | +30.9% | +136.9% | +118.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling