+40.5%
EEM vs XLB
+17.4%
+23.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +2.0% |
| 7D | +2.3% | -1.4% | +3.7% | +3.2% |
| 30D | +4.5% | -0.4% | +4.9% | +4.7% |
| 3M | -0.1% | +2.0% | -2.0% | -1.6% |
| 6M | +16.9% | +1.8% | +15.1% | +14.6% |
| YTD | +26.2% | +16.6% | +9.6% | +16.4% |
| 1Y | +40.5% | +16.9% | +23.6% | +29.1% |
| All | +40.5% | +17.4% | +23.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling