+197.8%
XLE vs EMB
+132.1%
+65.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | -0.3% | +12.1% | +12.0% |
| 3M | +9.8% | -0.4% | +10.2% | +10.0% |
| 6M | +15.6% | +0.1% | +15.5% | +14.8% |
| YTD | +45.3% | +1.6% | +43.7% | +42.5% |
| 1Y | +48.3% | +5.6% | +42.7% | +40.7% |
| 3Y | +55.4% | +29.8% | +25.6% | +23.5% |
| 5Y | +216.1% | +7.3% | +208.8% | +195.8% |
| 10Y | +178.4% | +30.4% | +148.0% | +128.7% |
| All | +197.8% | +132.1% | +65.7% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling