+49.9%
XLE vs EEM
+14.8%
+35.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.6% |
| 7D | -7.2% | -3.0% | -4.2% | -7.7% |
| 30D | +0.1% | -10.3% | +10.5% | -1.9% |
| 3M | +9.2% | -6.6% | +15.8% | +7.9% |
| 6M | +8.4% | -3.4% | +11.7% | +8.2% |
| YTD | +44.9% | +13.2% | +31.7% | +40.3% |
| 1Y | +49.9% | +15.0% | +34.9% | +45.0% |
| All | +49.9% | +14.8% | +35.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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