+217.7%
XLF vs EMB
+36.5%
+181.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.1% |
| 7D | +2.7% | -0.9% | +3.6% | +3.7% |
| 30D | +7.6% | +0.4% | +7.3% | +7.3% |
| 3M | +1.1% | -3.1% | +4.2% | +4.7% |
| 6M | +15.9% | -2.1% | +18.0% | +18.6% |
| YTD | +8.4% | -1.1% | +9.5% | +9.8% |
| 1Y | +12.5% | -0.1% | +12.6% | +12.6% |
| 3Y | +81.6% | +29.6% | +52.0% | +36.6% |
| 5Y | +59.3% | +7.2% | +52.1% | +50.7% |
| All | +217.7% | +36.5% | +181.2% | +173.2% |
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