+550.1%
XLI vs EMB
+132.1%
+417.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | 0.0% | -1.0% | -1.0% |
| 30D | -5.9% | -0.3% | -5.6% | -5.7% |
| 3M | -0.3% | -0.4% | +0.2% | +0.1% |
| 6M | +0.1% | +0.1% | 0.0% | +0.2% |
| YTD | +13.6% | +1.6% | +12.0% | +12.5% |
| 1Y | +17.2% | +5.6% | +11.6% | +12.8% |
| 3Y | +68.2% | +29.8% | +38.4% | +39.7% |
| 5Y | +80.7% | +7.3% | +73.4% | +71.0% |
| 10Y | +253.3% | +30.4% | +222.8% | +198.7% |
| All | +550.1% | +132.1% | +417.9% | +346.1% |
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