+143.7%
XLC vs EME
+942.1%
-798.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.1% |
| 7D | +0.5% | +3.5% | -3.0% | -0.4% |
| 30D | +2.1% | -6.3% | +8.4% | +3.6% |
| 3M | +0.7% | -3.8% | +4.4% | +0.5% |
| 6M | -3.2% | +8.5% | -11.7% | -7.3% |
| YTD | -3.8% | +27.8% | -31.6% | -12.8% |
| 1Y | -2.0% | +22.2% | -24.3% | -11.1% |
| 3Y | +71.4% | +253.5% | -182.1% | +2.8% |
| 5Y | +40.7% | +578.6% | -537.9% | -35.3% |
| All | +143.7% | +942.1% | -798.4% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling