+136.8%
XLP vs EME
+948.4%
-811.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | -0.5% | +4.3% | -4.8% | -1.1% |
| 30D | +8.3% | -14.4% | +22.7% | +10.1% |
| 3M | +8.7% | -18.3% | +27.0% | +10.9% |
| 6M | +11.2% | -28.3% | +39.5% | +15.0% |
| YTD | +20.0% | +9.2% | +10.8% | +16.1% |
| 1Y | +21.3% | +4.3% | +17.1% | +18.1% |
| 3Y | +43.8% | +218.6% | -174.8% | +7.6% |
| 5Y | +43.3% | +421.0% | -377.7% | -6.0% |
| 10Y | +136.8% | +928.3% | -791.6% | +29.1% |
| All | +136.8% | +948.4% | -811.7% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling