+1,223.7%
XLI vs EEM
+862.7%
+361.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +1.0% | +3.1% | -2.1% | -0.7% |
| 30D | -5.8% | +4.9% | -10.7% | -8.3% |
| 3M | +0.7% | +5.2% | -4.5% | -2.5% |
| 6M | +3.2% | +20.7% | -17.5% | -8.0% |
| YTD | +13.0% | +26.5% | -13.4% | -2.0% |
| 1Y | +16.8% | +37.8% | -21.1% | -3.6% |
| 3Y | +72.4% | +91.0% | -18.6% | +18.0% |
| 5Y | +82.8% | +47.0% | +35.7% | +43.2% |
| 10Y | +252.4% | +125.6% | +126.9% | +116.1% |
| All | +1,223.7% | +862.7% | +361.0% | +263.7% |
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