+32.2%
EEM vs XLP
+44.5%
-12.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +2.7% | +2.5% | +0.2% | +2.0% |
| 30D | -5.4% | +7.3% | -12.7% | -7.2% |
| 3M | -8.6% | +8.1% | -16.7% | -10.7% |
| 6M | -8.9% | +10.5% | -19.4% | -11.9% |
| YTD | +11.9% | +21.2% | -9.2% | +4.0% |
| 1Y | +13.1% | +22.7% | -9.6% | +4.4% |
| 3Y | +70.7% | +44.8% | +25.9% | +43.7% |
| All | +32.2% | +44.5% | -12.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling