+14.1%
XLI vs EMB
+3.6%
+10.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.7% |
| 7D | -2.3% | -1.1% | -1.2% | -0.4% |
| 30D | -8.2% | -1.1% | -7.1% | -6.4% |
| 3M | +0.8% | -0.8% | +1.5% | +2.1% |
| 6M | +0.8% | -0.1% | +0.9% | +1.1% |
| YTD | +10.5% | +0.4% | +10.1% | +9.8% |
| 1Y | +14.1% | +3.3% | +10.9% | +9.8% |
| All | +14.1% | +3.6% | +10.5% | +9.8% |
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