+40.7%
XLC vs EME
+410.0%
-369.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +3.7% | +8.4% | -4.6% | +2.2% |
| 30D | -1.9% | -11.5% | +9.6% | 0.0% |
| 3M | -3.1% | -20.6% | +17.5% | +0.5% |
| 6M | -6.4% | -28.5% | +22.1% | -0.9% |
| YTD | -6.8% | +8.0% | -14.8% | -11.6% |
| 1Y | -1.7% | +6.8% | -8.4% | -6.6% |
| 3Y | +64.7% | +213.9% | -149.2% | +1.9% |
| All | +40.7% | +410.0% | -369.3% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling