+402.7%
XLF vs EEM
+862.7%
-460.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.2% | +3.1% | -2.9% | -2.0% |
| 30D | -0.5% | +4.9% | -5.4% | -4.0% |
| 3M | +10.6% | +5.2% | +5.4% | +5.3% |
| 6M | +14.3% | +20.7% | -6.4% | -2.9% |
| YTD | +5.5% | +26.5% | -20.9% | -13.7% |
| 1Y | +9.6% | +37.8% | -28.3% | -16.1% |
| 3Y | +75.2% | +91.0% | -15.8% | +3.9% |
| 5Y | +65.5% | +47.0% | +18.5% | +17.8% |
| 10Y | +246.4% | +125.6% | +120.9% | +75.3% |
| All | +402.7% | +862.7% | -460.0% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling