+80.4%
XLI vs EEM
+42.3%
+38.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.4% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | -8.2% | +2.4% | -10.6% | -9.4% |
| 3M | +0.8% | +4.2% | -3.4% | -1.9% |
| 6M | +0.8% | +14.8% | -13.9% | -7.7% |
| YTD | +10.5% | +23.1% | -12.6% | -3.0% |
| 1Y | +14.1% | +32.5% | -18.4% | -4.1% |
| 3Y | +68.6% | +85.9% | -17.3% | +15.7% |
| 5Y | +80.4% | +43.6% | +36.8% | +38.6% |
| All | +80.4% | +42.3% | +38.1% | +38.6% |
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