+746.2%
EEM vs XLB
+832.2%
-86.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | +2.7% | +0.5% | +2.1% | +2.2% |
| 30D | -5.4% | +5.2% | -10.5% | -9.8% |
| 3M | -8.6% | +0.3% | -8.9% | -9.1% |
| 6M | -8.9% | +1.2% | -10.1% | -10.4% |
| YTD | +11.9% | +16.6% | -4.7% | -3.5% |
| 1Y | +13.1% | +21.4% | -8.4% | -6.3% |
| 3Y | +70.7% | +43.2% | +27.4% | +19.2% |
| 5Y | +31.8% | +28.0% | +3.7% | -0.5% |
| 10Y | +119.5% | +164.8% | -45.2% | -24.8% |
| All | +746.2% | +832.2% | -86.0% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling