+36.5%
XLB vs EMB
+7.3%
+29.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.8% |
| 7D | -0.2% | +0.3% | -0.5% | -0.6% |
| 30D | -1.7% | -0.5% | -1.3% | -1.2% |
| 3M | +4.4% | +0.3% | +4.0% | +4.1% |
| 6M | +5.0% | +1.2% | +3.9% | +3.9% |
| YTD | +15.5% | +1.5% | +14.0% | +13.9% |
| 1Y | +14.9% | +4.8% | +10.1% | +9.7% |
| 3Y | +34.5% | +30.4% | +4.2% | +4.3% |
| 5Y | +36.5% | +7.3% | +29.3% | +22.6% |
| All | +36.5% | +7.3% | +29.2% | +22.6% |
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