+65.8%
XLE vs EMB
+31.1%
+34.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -4.0% | +1.5% | -5.5% | -4.5% |
| 3M | +4.6% | -1.6% | +6.2% | +5.2% |
| 6M | +12.3% | -1.5% | +13.8% | +12.8% |
| YTD | +44.5% | -0.1% | +44.6% | +43.6% |
| 1Y | +42.4% | +0.5% | +41.9% | +40.7% |
| All | +65.8% | +31.1% | +34.7% | +42.7% |
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