+142.5%
XLC vs EME
+906.7%
-764.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | +1.0% | -8.3% | +9.3% | +3.1% |
| 3M | -0.7% | -10.7% | +10.1% | +1.1% |
| 6M | -5.1% | +1.9% | -7.0% | -7.5% |
| YTD | -4.3% | +23.5% | -27.8% | -12.4% |
| 1Y | -0.6% | +18.0% | -18.5% | -8.9% |
| 3Y | +72.7% | +236.1% | -163.4% | +5.1% |
| 5Y | +38.0% | +527.9% | -489.9% | -34.9% |
| All | +142.5% | +906.7% | -764.2% | -13.1% |
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