+15.6%
XLB vs EMB
+4.6%
+10.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.7% |
| 7D | -2.9% | 0.0% | -3.0% | -3.0% |
| 30D | -3.4% | -0.3% | -3.1% | -3.0% |
| 3M | +1.6% | -0.3% | +1.9% | +2.0% |
| 6M | +3.6% | +0.7% | +2.9% | +2.6% |
| YTD | +14.2% | +1.3% | +13.0% | +12.4% |
| 1Y | +15.6% | +4.7% | +10.9% | +9.2% |
| All | +15.6% | +4.6% | +10.9% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling