+1,726.2%
XLK vs EMB
+131.9%
+1,594.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | -0.1% | -0.5% | +0.4% | +0.3% |
| 3M | +2.1% | +0.3% | +1.8% | +2.0% |
| 6M | +37.2% | +1.2% | +36.0% | +36.3% |
| YTD | +30.8% | +1.5% | +29.3% | +29.7% |
| 1Y | +42.6% | +4.8% | +37.8% | +38.1% |
| 3Y | +121.8% | +30.4% | +91.5% | +84.3% |
| 5Y | +145.7% | +7.3% | +138.4% | +131.8% |
| 10Y | +782.1% | +29.7% | +752.4% | +662.7% |
| All | +1,726.2% | +131.9% | +1,594.4% | +1,394.3% |
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 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