+854.3%
EEM vs XLP
+701.8%
+152.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.7% |
| 7D | +2.3% | -1.0% | +3.3% | +3.4% |
| 30D | +4.5% | -0.9% | +5.4% | +5.2% |
| 3M | -0.1% | +3.8% | -3.9% | -5.8% |
| 6M | +16.9% | -1.7% | +18.7% | +16.8% |
| YTD | +26.2% | +10.3% | +16.0% | +10.4% |
| 1Y | +40.5% | +7.8% | +32.7% | +25.3% |
| 3Y | +86.2% | +27.2% | +59.0% | +33.6% |
| 5Y | +45.5% | +32.5% | +12.9% | -4.2% |
| 10Y | +128.6% | +101.8% | +26.8% | -21.1% |
| All | +854.3% | +701.8% | +152.5% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling