+412.9%
XLF vs EME
+20,438.1%
-20,025.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.6% |
| 7D | -1.0% | +2.7% | -3.8% | -2.2% |
| 30D | -1.3% | -6.8% | +5.5% | +1.3% |
| 3M | +9.1% | -8.8% | +18.0% | +11.0% |
| 6M | +14.4% | +5.0% | +9.4% | +8.6% |
| YTD | +5.1% | +23.5% | -18.4% | -7.8% |
| 1Y | +8.6% | +21.3% | -12.7% | -5.8% |
| 3Y | +74.4% | +241.1% | -166.6% | -10.6% |
| 5Y | +64.4% | +549.2% | -484.8% | -38.6% |
| 10Y | +251.6% | +1,306.4% | -1,054.8% | -12.1% |
| All | +412.9% | +20,438.1% | -20,025.2% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling