+424.9%
XLP vs EMB
+126.0%
+298.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +11.6% | +1.1% | +10.4% | +11.0% |
| 3M | +7.6% | -2.9% | +10.6% | +9.1% |
| 6M | +10.0% | -2.1% | +12.1% | +11.0% |
| YTD | +19.7% | -1.1% | +20.8% | +20.3% |
| 1Y | +23.5% | +0.3% | +23.1% | +23.2% |
| 3Y | +44.0% | +27.7% | +16.2% | +29.3% |
| 5Y | +42.7% | +6.0% | +36.7% | +38.1% |
| 10Y | +131.3% | +29.1% | +102.2% | +108.4% |
| All | +424.9% | +126.0% | +298.9% | +317.6% |
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