+85.3%
EEM vs XLC
+145.0%
-59.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | -1.3% | +0.5% | -1.8% | -1.6% |
| 30D | +2.1% | +2.1% | 0.0% | +0.7% |
| 3M | +1.0% | +0.7% | +0.3% | 0.0% |
| 6M | +15.9% | -3.2% | +19.1% | +17.8% |
| YTD | +24.6% | -3.8% | +28.4% | +27.0% |
| 1Y | +32.3% | -2.0% | +34.3% | +33.2% |
| 3Y | +85.9% | +71.4% | +14.6% | +30.6% |
| 5Y | +45.4% | +40.7% | +4.7% | +16.1% |
| All | +85.3% | +145.0% | -59.7% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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