+69.5%
EEM vs XLC
+137.1%
-67.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +0.7% | +3.5% | -2.8% | -1.3% |
| 30D | -6.2% | -2.6% | -3.7% | -4.8% |
| 3M | -5.2% | -2.1% | -3.1% | -4.3% |
| 6M | -8.1% | -5.5% | -2.7% | -5.6% |
| YTD | +14.0% | -6.9% | +20.9% | +18.2% |
| 1Y | +13.8% | -3.7% | +17.6% | +15.6% |
| 3Y | +73.7% | +64.2% | +9.6% | +25.2% |
| 5Y | +34.6% | +43.0% | -8.5% | +5.6% |
| All | +69.5% | +137.1% | -67.6% | -11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling