+253.9%
XLI vs EMB
+30.3%
+223.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | -1.2% | -0.5% | -0.4% |
| 30D | -7.3% | -1.3% | -6.0% | -6.0% |
| 3M | -1.3% | -1.8% | +0.4% | +0.6% |
| 6M | +2.2% | +0.2% | +2.0% | +2.2% |
| YTD | +11.7% | +0.4% | +11.3% | +11.5% |
| 1Y | +14.3% | +2.8% | +11.4% | +11.3% |
| 3Y | +70.3% | +29.1% | +41.2% | +31.4% |
| 5Y | +82.3% | +6.3% | +76.1% | +74.9% |
| All | +253.9% | +30.3% | +223.6% | +193.2% |
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