+248.8%
XLF vs EME
+1,362.1%
-1,113.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.9% |
| 7D | -1.5% | +3.5% | -5.0% | -2.7% |
| 30D | -1.2% | -6.3% | +5.2% | +0.9% |
| 3M | +9.2% | -3.8% | +12.9% | +9.0% |
| 6M | +16.3% | +8.5% | +7.8% | +9.8% |
| YTD | +5.4% | +27.8% | -22.4% | -7.5% |
| 1Y | +7.6% | +22.2% | -14.6% | -5.8% |
| 3Y | +74.2% | +253.5% | -179.3% | -12.8% |
| 5Y | +66.1% | +578.6% | -512.5% | -42.1% |
| All | +248.8% | +1,362.1% | -1,113.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling