+101.4%
XLP vs EMB
+30.0%
+71.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | -0.3% | -0.6% | -0.7% |
| 3M | +3.8% | -0.4% | +4.2% | +4.0% |
| 6M | -1.7% | +0.1% | -1.9% | -1.9% |
| YTD | +10.3% | +1.6% | +8.7% | +9.2% |
| 1Y | +7.8% | +5.6% | +2.2% | +4.2% |
| 3Y | +27.2% | +29.8% | -2.6% | +8.4% |
| 5Y | +32.5% | +7.3% | +25.3% | +28.0% |
| All | +101.4% | +30.0% | +71.4% | +76.0% |
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