+548.1%
XLV vs EMB
+131.4%
+416.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -1.1% | -0.3% | -0.8% | -0.9% |
| 3M | +8.2% | -0.3% | +8.5% | +8.4% |
| 6M | +8.9% | +0.7% | +8.2% | +8.5% |
| YTD | +8.5% | +1.3% | +7.3% | +7.8% |
| 1Y | +22.3% | +4.7% | +17.6% | +19.4% |
| 3Y | +32.6% | +30.1% | +2.6% | +15.9% |
| 5Y | +34.4% | +6.9% | +27.5% | +28.9% |
| 10Y | +175.4% | +30.7% | +144.7% | +142.5% |
| All | +548.1% | +131.4% | +416.7% | +406.5% |
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