+46.7%
EEM vs XLC
+37.1%
+9.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +2.0% | -1.4% | +3.4% | +2.7% |
| 30D | +5.1% | -0.9% | +6.0% | +5.4% |
| 3M | +4.6% | -0.3% | +4.9% | +4.3% |
| 6M | +17.8% | -5.2% | +22.9% | +20.6% |
| YTD | +25.8% | -5.3% | +31.1% | +28.9% |
| 1Y | +36.4% | -2.8% | +39.2% | +37.8% |
| 3Y | +90.0% | +71.2% | +18.8% | +44.5% |
| All | +46.7% | +37.1% | +9.7% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling