+64.4%
EEM vs XLP
+42.1%
+22.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.3% |
| 7D | -2.8% | +0.7% | -3.5% | -2.8% |
| 30D | -11.9% | +10.3% | -22.2% | -12.5% |
| 3M | -8.8% | +6.5% | -15.3% | -9.1% |
| 6M | -11.6% | +8.4% | -20.0% | -12.4% |
| YTD | +9.0% | +18.2% | -9.2% | +5.2% |
| 1Y | +10.6% | +22.4% | -11.9% | +5.4% |
| 3Y | +64.4% | +41.9% | +22.5% | +41.6% |
| All | +64.4% | +42.1% | +22.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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