+58.1%
XLE vs EMB
+28.2%
+29.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -12.0% | -0.1% | -11.9% | -12.0% |
| 30D | -2.7% | +1.3% | -4.0% | -3.2% |
| 3M | +6.6% | -2.7% | +9.3% | +7.6% |
| 6M | +9.5% | -2.8% | +12.4% | +10.6% |
| YTD | +40.6% | -1.1% | +41.7% | +40.2% |
| 1Y | +43.6% | 0.0% | +43.6% | +41.8% |
| 3Y | +58.1% | +28.8% | +29.3% | +36.7% |
| All | +58.1% | +28.2% | +29.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling