+788.5%
XLK vs EMB
+30.3%
+758.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.2% | -1.2% | +1.4% | +1.8% |
| 30D | -0.6% | -1.3% | +0.6% | +1.0% |
| 3M | +2.6% | -1.8% | +4.3% | +5.1% |
| 6M | +34.0% | +0.2% | +33.8% | +34.2% |
| YTD | +30.7% | +0.4% | +30.3% | +30.6% |
| 1Y | +39.2% | +2.8% | +36.4% | +35.1% |
| 3Y | +120.4% | +29.1% | +91.3% | +62.8% |
| 5Y | +148.8% | +6.3% | +142.5% | +135.5% |
| All | +788.5% | +30.3% | +758.1% | +597.1% |
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 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