+9.1%
XLF vs EMB
+5.7%
+3.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +0.2% | -0.3% | +0.5% | +0.5% |
| 3M | +11.7% | -0.4% | +12.1% | +12.1% |
| 6M | +13.8% | +0.1% | +13.7% | +13.3% |
| YTD | +7.0% | +1.6% | +5.4% | +5.0% |
| 1Y | +9.1% | +5.6% | +3.5% | +6.8% |
| All | +9.1% | +5.7% | +3.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling