+125.7%
EEM vs XLB
+162.9%
-37.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.3% |
| 7D | -0.7% | -3.5% | +2.8% | +1.8% |
| 30D | +2.4% | -4.7% | +7.1% | +5.7% |
| 3M | +4.2% | +2.7% | +1.4% | +1.9% |
| 6M | +14.8% | +2.6% | +12.2% | +12.6% |
| YTD | +23.1% | +12.8% | +10.3% | +13.1% |
| 1Y | +32.5% | +14.0% | +18.6% | +20.8% |
| 3Y | +85.9% | +31.5% | +54.4% | +52.3% |
| 5Y | +43.6% | +33.4% | +10.1% | +14.9% |
| All | +125.7% | +162.9% | -37.2% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling