+148.7%
XLK vs EME
+575.5%
-426.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | -0.4% |
| 7D | +0.2% | +3.5% | -3.3% | -1.3% |
| 30D | -0.6% | -6.3% | +5.7% | +1.9% |
| 3M | +2.6% | -3.8% | +6.3% | +3.4% |
| 6M | +34.0% | +8.5% | +25.5% | +28.0% |
| YTD | +30.7% | +27.8% | +2.9% | +16.1% |
| 1Y | +39.2% | +22.2% | +17.0% | +23.8% |
| 3Y | +120.4% | +253.5% | -133.0% | +17.5% |
| All | +148.7% | +575.5% | -426.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling