+152.6%
XRT vs EMB
+30.9%
+121.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +2.9% |
| 7D | +2.5% | +0.8% | +1.6% | +1.5% |
| 30D | +10.3% | +1.5% | +8.8% | +8.5% |
| 3M | +2.4% | -1.9% | +4.3% | +5.0% |
| 6M | +10.0% | -1.6% | +11.6% | +12.5% |
| YTD | +9.5% | 0.0% | +9.5% | +10.0% |
| 1Y | +17.2% | +1.1% | +16.1% | +16.2% |
| 3Y | +62.0% | +30.9% | +31.1% | +19.0% |
| 5Y | -2.1% | +7.1% | -9.2% | -10.1% |
| 10Y | +152.6% | +31.1% | +121.4% | +102.0% |
| All | +152.6% | +30.9% | +121.7% | +102.0% |
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