+383.3%
XLP vs EMB
+132.1%
+251.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| YTD | +10.3% | +1.6% | +8.7% | +9.5% |
| 1Y | +7.8% | +5.6% | +2.2% | +5.2% |
| 3Y | +27.2% | +29.8% | -2.6% | +13.3% |
| 5Y | +32.5% | +7.3% | +25.3% | +27.5% |
| 10Y | +101.8% | +30.4% | +71.4% | +80.6% |
| All | +383.3% | +132.1% | +251.2% | +279.9% |
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