+73.0%
XLF vs EEM
+83.8%
-10.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -1.6% | +2.4% | -4.0% | -2.4% |
| 3M | +9.3% | +4.2% | +5.1% | +7.1% |
| 6M | +14.6% | +14.8% | -0.2% | +6.9% |
| YTD | +4.7% | +23.1% | -18.4% | -5.8% |
| 1Y | +8.6% | +32.5% | -23.9% | -5.9% |
| All | +73.0% | +83.8% | -10.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling