+145.6%
XLK vs EMB
+6.1%
+139.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | -0.4% | -1.1% | +0.7% | +1.1% |
| 30D | -0.5% | -1.1% | +0.6% | +0.9% |
| 3M | +5.0% | -0.8% | +5.7% | +6.2% |
| 6M | +32.9% | -0.1% | +32.9% | +33.5% |
| YTD | +29.0% | +0.4% | +28.5% | +28.8% |
| 1Y | +37.8% | +3.3% | +34.6% | +33.1% |
| 3Y | +118.7% | +29.0% | +89.6% | +63.6% |
| 5Y | +145.6% | +6.3% | +139.2% | +142.2% |
| All | +145.6% | +6.1% | +139.5% | +142.2% |
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 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