+179.0%
XLE vs EEM
+129.1%
+49.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | 0.0% | +3.1% | -3.1% | -2.0% |
| 30D | +12.6% | +4.9% | +7.8% | +8.9% |
| 3M | +11.8% | +5.2% | +6.6% | +6.3% |
| 6M | +16.1% | +20.7% | -4.6% | -2.4% |
| YTD | +46.9% | +26.5% | +20.4% | +18.4% |
| 1Y | +53.3% | +37.8% | +15.4% | +15.1% |
| 3Y | +54.9% | +91.0% | -36.0% | -12.2% |
| 5Y | +225.7% | +47.0% | +178.7% | +127.7% |
| All | +179.0% | +129.1% | +49.8% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling