+66.4%
EEM vs XLC
+137.2%
-70.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.0% |
| 7D | +2.7% | +3.7% | -1.0% | +0.5% |
| 30D | -5.4% | -1.9% | -3.5% | -4.3% |
| 3M | -8.6% | -3.1% | -5.5% | -7.2% |
| 6M | -8.9% | -6.4% | -2.5% | -5.8% |
| YTD | +11.9% | -6.8% | +18.8% | +16.0% |
| 1Y | +13.1% | -1.7% | +14.8% | +13.4% |
| 3Y | +70.7% | +64.7% | +6.0% | +22.7% |
| 5Y | +31.8% | +41.1% | -9.3% | +4.5% |
| All | +66.4% | +137.2% | -70.8% | -12.7% |
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