+123.7%
XRT vs EMB
+29.2%
+94.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.0% |
| 7D | -0.3% | +0.3% | -0.5% | -0.6% |
| 30D | -5.6% | -0.5% | -5.1% | -5.0% |
| 3M | +2.5% | +0.3% | +2.2% | +2.3% |
| 6M | +3.7% | +1.2% | +2.5% | +2.5% |
| YTD | +1.0% | +1.5% | -0.5% | -0.6% |
| 1Y | -1.2% | +4.8% | -6.0% | -6.4% |
| 3Y | +43.4% | +30.4% | +13.0% | +5.7% |
| 5Y | -0.7% | +7.3% | -8.0% | -9.3% |
| 10Y | +123.7% | +29.7% | +94.0% | +77.3% |
| All | +123.7% | +29.2% | +94.5% | +77.3% |
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 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