+85.9%
EEM vs XLU
+47.0%
+38.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -1.6% | +0.3% | -0.8% |
| 30D | +2.1% | -3.3% | +5.4% | +3.0% |
| 3M | +1.0% | -3.2% | +4.2% | +1.7% |
| 6M | +15.9% | -7.0% | +22.9% | +18.1% |
| YTD | +24.6% | +0.6% | +24.0% | +23.8% |
| 1Y | +32.3% | +2.4% | +29.8% | +30.5% |
| 3Y | +85.9% | +46.3% | +39.7% | +60.0% |
| All | +85.9% | +47.0% | +38.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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