+246.5%
XLF vs EMB
+30.4%
+216.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.5% |
| 7D | -2.9% | -1.1% | -1.8% | -1.7% |
| 30D | -1.6% | -1.1% | -0.5% | -0.5% |
| 3M | +9.3% | -0.8% | +10.0% | +10.1% |
| 6M | +14.6% | -0.1% | +14.6% | +14.6% |
| YTD | +4.7% | +0.4% | +4.3% | +4.2% |
| 1Y | +8.6% | +3.3% | +5.4% | +5.0% |
| 3Y | +73.9% | +29.0% | +44.8% | +32.9% |
| 5Y | +65.0% | +6.3% | +58.7% | +57.4% |
| All | +246.5% | +30.4% | +216.1% | +196.1% |
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