+126.7%
XLP vs EME
+921.4%
-794.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.5% |
| 7D | +0.7% | -10.5% | +11.2% | +1.9% |
| 30D | +10.3% | -22.4% | +32.7% | +13.3% |
| 3M | +6.5% | -24.7% | +31.2% | +9.7% |
| 6M | +8.4% | -35.5% | +43.8% | +13.5% |
| YTD | +18.2% | -0.3% | +18.5% | +15.6% |
| 1Y | +22.4% | -6.7% | +29.2% | +20.8% |
| 3Y | +41.9% | +190.6% | -148.7% | +7.4% |
| 5Y | +40.9% | +367.3% | -326.4% | -6.1% |
| All | +126.7% | +921.4% | -794.6% | +24.8% |
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 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