+64.3%
XLF vs EEM
+45.2%
+19.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | -1.5% | -1.3% | -0.2% | -0.9% |
| 30D | -1.2% | +2.1% | -3.2% | -2.2% |
| 3M | +9.2% | +1.0% | +8.2% | +7.9% |
| 6M | +16.3% | +15.9% | +0.4% | +5.9% |
| YTD | +5.4% | +24.6% | -19.2% | -8.3% |
| 1Y | +7.6% | +32.3% | -24.7% | -9.8% |
| 3Y | +74.2% | +85.9% | -11.7% | +16.7% |
| All | +64.3% | +45.2% | +19.1% | +30.1% |
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