+14.0%
XLB vs EME
+18.7%
-4.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -3.5% | +0.9% | -4.5% | -3.6% |
| 30D | -4.7% | -8.4% | +3.7% | -3.8% |
| 3M | +2.7% | -3.6% | +6.3% | +3.0% |
| 6M | +2.6% | +3.6% | -1.0% | +2.1% |
| YTD | +12.8% | +22.5% | -9.7% | +10.2% |
| 1Y | +14.0% | +18.2% | -4.2% | +8.9% |
| All | +14.0% | +18.7% | -4.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling