+44.8%
XLP vs EME
+216.1%
-171.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +2.5% | +8.4% | -5.8% | +2.9% |
| 30D | +7.3% | -11.5% | +18.8% | +6.8% |
| 3M | +8.1% | -20.6% | +28.7% | +7.2% |
| 6M | +10.5% | -28.5% | +39.0% | +9.8% |
| YTD | +21.2% | +8.0% | +13.2% | +21.2% |
| 1Y | +22.7% | +6.8% | +16.0% | +22.7% |
| 3Y | +44.8% | +213.9% | -169.1% | +36.4% |
| All | +44.8% | +216.1% | -171.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling