+820.5%
XLB vs EME
+20,434.6%
-19,614.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -1.0% |
| 7D | -1.4% | +1.9% | -3.3% | -2.1% |
| 30D | -0.4% | -8.3% | +7.9% | +2.5% |
| 3M | +2.0% | -10.7% | +12.7% | +4.5% |
| 6M | +1.8% | +1.9% | -0.1% | -1.1% |
| YTD | +16.6% | +23.5% | -6.9% | +4.9% |
| 1Y | +16.9% | +18.0% | -1.0% | +5.4% |
| 3Y | +32.6% | +236.1% | -203.6% | -23.7% |
| 5Y | +35.6% | +527.9% | -492.2% | -39.6% |
| 10Y | +160.0% | +1,252.8% | -1,092.7% | -17.6% |
| All | +820.5% | +20,434.6% | -19,614.1% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling