+851.2%
EEM vs XLU
+915.0%
-63.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | +2.0% | +0.6% | +1.3% | +1.5% |
| 30D | +5.1% | -0.4% | +5.5% | +5.3% |
| 3M | +4.6% | -1.7% | +6.3% | +5.5% |
| 6M | +17.8% | -7.1% | +24.9% | +23.6% |
| YTD | +25.8% | +1.9% | +23.9% | +22.5% |
| 1Y | +36.4% | +6.1% | +30.3% | +28.3% |
| 3Y | +90.0% | +48.8% | +41.2% | +32.2% |
| 5Y | +46.6% | +43.8% | +2.8% | +0.7% |
| 10Y | +132.3% | +143.2% | -10.9% | -16.4% |
| All | +851.2% | +915.0% | -63.8% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling