+772.7%
XLY vs EMB
+129.4%
+643.3%
-51.4%
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% | +1.0% |
| 7D | -1.7% | -1.2% | -0.5% | -0.7% |
| 30D | -4.2% | -1.3% | -2.9% | -3.2% |
| 3M | -2.7% | -1.8% | -0.9% | -1.1% |
| 6M | -0.6% | +0.2% | -0.8% | -0.5% |
| YTD | -5.0% | +0.4% | -5.4% | -5.1% |
| 1Y | -4.1% | +2.8% | -6.9% | -5.9% |
| 3Y | +33.6% | +29.1% | +4.5% | +10.2% |
| 5Y | +28.7% | +6.3% | +22.5% | +21.9% |
| 10Y | +219.6% | +29.6% | +190.0% | +171.3% |
| All | +772.7% | +129.4% | +643.3% | +466.3% |
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