+80.9%
XLI vs EMB
+7.1%
+73.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -6.9% | -0.3% | -6.7% | -6.7% |
| 3M | -1.9% | -0.3% | -1.6% | -1.6% |
| 6M | +1.0% | +0.7% | +0.3% | +0.5% |
| YTD | +11.3% | +1.3% | +10.1% | +10.3% |
| 1Y | +15.8% | +4.7% | +11.1% | +11.4% |
| 3Y | +69.8% | +30.1% | +39.7% | +36.7% |
| 5Y | +80.9% | +6.9% | +74.0% | +64.3% |
| All | +80.9% | +7.1% | +73.7% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling