+7.6%
XLF vs EEM
+33.3%
-25.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | -1.2% | +2.1% | -3.2% | -1.4% |
| 3M | +9.2% | +1.0% | +8.2% | +8.7% |
| 6M | +16.3% | +15.9% | +0.4% | +10.9% |
| YTD | +5.4% | +24.6% | -19.2% | -1.9% |
| 1Y | +7.6% | +32.3% | -24.7% | -0.7% |
| All | +7.6% | +33.3% | -25.7% | -0.7% |
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 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