+252.2%
XLF vs EMB
+132.1%
+120.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +11.7% | -0.4% | +12.1% | +12.1% |
| 6M | +13.8% | +0.1% | +13.7% | +13.7% |
| YTD | +7.0% | +1.6% | +5.4% | +5.5% |
| 1Y | +9.1% | +5.6% | +3.5% | +4.1% |
| 3Y | +75.6% | +29.8% | +45.8% | +40.4% |
| 5Y | +66.4% | +7.3% | +59.2% | +56.2% |
| 10Y | +250.3% | +30.4% | +219.8% | +184.3% |
| All | +252.2% | +132.1% | +120.1% | +98.6% |
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