+134.0%
XLC vs EMB
+31.2%
+102.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.0% |
| 7D | +6.2% | +0.5% | +5.7% | +5.7% |
| 30D | -2.4% | +0.9% | -3.3% | -3.3% |
| 3M | -3.3% | -2.1% | -1.2% | -1.0% |
| 6M | -7.3% | -2.2% | -5.1% | -5.0% |
| YTD | -7.6% | -0.6% | -7.0% | -7.0% |
| 1Y | -3.7% | +0.2% | -3.9% | -3.8% |
| 3Y | +62.9% | +29.5% | +33.4% | +23.9% |
| 5Y | +41.6% | +8.0% | +33.7% | +31.0% |
| All | +134.0% | +31.2% | +102.8% | +68.6% |
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 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