+253.9%
XLI vs EEM
+133.3%
+120.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -0.9% |
| 30D | -7.3% | +2.1% | -9.3% | -8.6% |
| 3M | -1.3% | +1.0% | -2.4% | -2.5% |
| 6M | +2.2% | +15.9% | -13.7% | -8.4% |
| YTD | +11.7% | +24.6% | -12.9% | -4.8% |
| 1Y | +14.3% | +32.3% | -18.0% | -6.6% |
| 3Y | +70.3% | +85.9% | -15.6% | +9.8% |
| 5Y | +82.3% | +45.4% | +37.0% | +37.6% |
| All | +253.9% | +133.3% | +120.6% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling