-5.8%
XLC vs EME
-3.1%
-2.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.1% | +3.2% |
| 7D | +1.8% | -5.8% | +7.6% | +1.6% |
| 30D | -6.0% | -17.9% | +12.0% | -6.3% |
| 3M | -6.0% | -22.0% | +16.0% | -6.4% |
| 6M | -9.1% | -29.7% | +20.6% | -7.7% |
| YTD | -10.0% | +4.7% | -14.7% | -12.6% |
| 1Y | -5.8% | -2.1% | -3.7% | -7.2% |
| All | -5.8% | -3.1% | -2.7% | -7.2% |
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