+842.3%
EEM vs XLY
+1,152.2%
-309.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | -1.3% | -1.7% | +0.4% | +0.3% |
| 30D | +2.1% | -4.2% | +6.3% | +5.9% |
| 3M | +1.0% | -2.7% | +3.7% | +2.9% |
| 6M | +15.9% | -0.6% | +16.6% | +16.0% |
| YTD | +24.6% | -5.0% | +29.7% | +29.7% |
| 1Y | +32.3% | -4.1% | +36.4% | +35.9% |
| 3Y | +85.9% | +33.6% | +52.3% | +34.6% |
| 5Y | +45.4% | +28.7% | +16.7% | +1.4% |
| 10Y | +130.1% | +219.6% | -89.5% | -42.8% |
| All | +842.3% | +1,152.2% | -309.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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