+91.0%
EEM vs XLC
+72.7%
+18.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +3.1% | +0.6% | +2.5% | +2.8% |
| 30D | +4.9% | +0.2% | +4.6% | +4.6% |
| 3M | +5.2% | +0.6% | +4.6% | +4.5% |
| 6M | +20.7% | -4.5% | +25.2% | +23.5% |
| YTD | +26.5% | -4.7% | +31.2% | +29.4% |
| 1Y | +37.8% | -1.7% | +39.5% | +38.6% |
| 3Y | +91.0% | +72.3% | +18.7% | +40.8% |
| All | +91.0% | +72.7% | +18.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling