+166.5%
XLE vs EEM
+32.6%
+133.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +4.4% | +5.3% | -0.9% | +2.7% |
| 30D | -4.3% | -7.0% | +2.7% | -2.3% |
| 3M | +6.0% | -8.0% | +14.0% | +8.3% |
| 6M | +13.2% | -6.6% | +19.8% | +13.9% |
| YTD | +46.7% | +12.3% | +34.4% | +33.8% |
| 1Y | +46.6% | +12.2% | +34.5% | +33.7% |
| 3Y | +69.6% | +71.2% | -1.7% | +21.8% |
| 5Y | +166.5% | +32.2% | +134.3% | +119.5% |
| All | +166.5% | +32.6% | +133.9% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling