+22.4%
XLP vs EMB
-0.1%
+22.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | +10.3% | +1.3% | +9.0% | +9.6% |
| 3M | +6.5% | -2.7% | +9.3% | +7.7% |
| 6M | +8.4% | -2.8% | +11.2% | +9.7% |
| YTD | +18.2% | -1.1% | +19.3% | +19.6% |
| 1Y | +22.4% | 0.0% | +22.4% | +23.7% |
| All | +22.4% | -0.1% | +22.5% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling