+28.6%
XLB vs EMB
+7.3%
+21.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | +0.5% | -0.9% | +1.4% | +1.5% |
| 30D | +5.2% | +0.4% | +4.8% | +4.8% |
| 3M | +0.3% | -3.1% | +3.4% | +3.8% |
| 6M | +1.2% | -2.1% | +3.2% | +3.6% |
| YTD | +16.6% | -1.1% | +17.7% | +18.3% |
| 1Y | +21.4% | -0.1% | +21.5% | +21.9% |
| 3Y | +43.2% | +29.6% | +13.6% | +11.9% |
| All | +28.6% | +7.3% | +21.4% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling