+169.4%
XLV vs EMB
+30.3%
+139.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | -1.2% | -2.4% | -2.7% |
| 30D | -1.8% | -1.3% | -0.6% | -0.9% |
| 3M | +7.8% | -1.8% | +9.6% | +9.2% |
| 6M | +9.1% | +0.2% | +8.9% | +8.9% |
| YTD | +7.7% | +0.4% | +7.4% | +7.4% |
| 1Y | +20.4% | +2.8% | +17.6% | +18.0% |
| 3Y | +30.8% | +29.1% | +1.6% | +8.6% |
| 5Y | +34.6% | +6.3% | +28.4% | +30.2% |
| All | +169.4% | +30.3% | +139.0% | +131.1% |
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