+50.3%
XLE vs EEM
+32.4%
+17.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.9% |
| 7D | +0.5% | -0.7% | +1.2% | +0.4% |
| 30D | +6.6% | +2.4% | +4.2% | +7.0% |
| 3M | +12.3% | +4.2% | +8.1% | +12.8% |
| 6M | +18.4% | +14.8% | +3.6% | +19.7% |
| YTD | +47.2% | +23.1% | +24.1% | +43.3% |
| 1Y | +50.3% | +32.5% | +17.7% | +48.0% |
| All | +50.3% | +32.4% | +17.9% | +48.0% |
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