+3,267.7%
XLK vs EEM
+837.1%
+2,430.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.1% |
| 7D | -0.4% | -0.7% | +0.3% | 0.0% |
| 30D | -0.5% | +2.4% | -2.9% | -1.9% |
| 3M | +5.0% | +4.2% | +0.8% | +2.6% |
| 6M | +32.9% | +14.8% | +18.1% | +22.5% |
| YTD | +29.0% | +23.1% | +5.9% | +13.9% |
| 1Y | +37.8% | +32.5% | +5.3% | +16.6% |
| 3Y | +118.7% | +85.9% | +32.8% | +52.0% |
| 5Y | +145.6% | +43.6% | +102.0% | +98.8% |
| 10Y | +791.5% | +127.2% | +664.3% | +464.1% |
| All | +3,267.7% | +837.1% | +2,430.5% | +592.8% |
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 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