+104.3%
XLP vs EME
+1,244.2%
-1,139.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -1.0% | +1.9% | -2.9% | -1.3% |
| 30D | -0.9% | -8.3% | +7.4% | +0.1% |
| 3M | +3.8% | -10.7% | +14.6% | +4.8% |
| 6M | -1.7% | +1.9% | -3.6% | -3.0% |
| YTD | +10.3% | +23.5% | -13.2% | +5.5% |
| 1Y | +7.8% | +18.0% | -10.2% | +3.1% |
| 3Y | +27.2% | +236.1% | -208.9% | -4.2% |
| 5Y | +32.5% | +527.9% | -495.4% | -14.9% |
| All | +104.3% | +1,244.2% | -1,139.9% | +8.5% |
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