+287.9%
XLU vs EMB
+131.9%
+156.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +2.1% | +0.3% | +1.8% | +1.9% |
| 30D | -0.4% | -0.5% | +0.1% | -0.1% |
| 3M | +0.5% | +0.3% | +0.2% | +0.3% |
| 6M | -5.8% | +1.2% | -7.0% | -6.5% |
| YTD | +3.1% | +1.5% | +1.7% | +2.3% |
| 1Y | +8.1% | +4.8% | +3.3% | +5.2% |
| 3Y | +50.5% | +30.4% | +20.2% | +29.8% |
| 5Y | +44.7% | +7.3% | +37.5% | +37.7% |
| 10Y | +136.8% | +29.7% | +107.1% | +106.4% |
| All | +287.9% | +131.9% | +156.1% | +210.2% |
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