+43.2%
XLB vs EMB
+29.8%
+13.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +0.5% | -0.9% | +1.4% | +1.8% |
| 30D | +5.2% | +0.4% | +4.8% | +4.7% |
| 3M | +0.3% | -3.1% | +3.4% | +4.9% |
| 6M | +1.2% | -2.1% | +3.2% | +4.3% |
| YTD | +16.6% | -1.1% | +17.7% | +18.8% |
| 1Y | +21.4% | -0.1% | +21.5% | +22.0% |
| 3Y | +43.2% | +29.6% | +13.6% | +12.1% |
| All | +43.2% | +29.8% | +13.4% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling