+35.8%
XLC vs EMB
+6.6%
+29.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | -5.8% | +1.3% | -7.1% | -7.1% |
| 3M | -5.4% | -2.2% | -3.2% | -3.0% |
| 6M | -10.2% | -2.3% | -7.8% | -7.8% |
| YTD | -10.2% | -0.6% | -9.5% | -9.5% |
| 1Y | -5.6% | +0.5% | -6.1% | -6.0% |
| 3Y | +61.0% | +29.4% | +31.6% | +22.7% |
| All | +35.8% | +6.6% | +29.3% | +26.3% |
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