+508.9%
XLP vs EME
+20,434.6%
-19,925.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -1.0% | +1.9% | -2.9% | -1.3% |
| 30D | -0.9% | -8.3% | +7.4% | +0.3% |
| 3M | +3.8% | -10.7% | +14.6% | +4.8% |
| 6M | -1.7% | +1.9% | -3.6% | -3.1% |
| YTD | +10.3% | +23.5% | -13.2% | +5.2% |
| 1Y | +7.8% | +18.0% | -10.2% | +2.8% |
| 3Y | +27.2% | +236.1% | -208.9% | -1.2% |
| 5Y | +32.5% | +527.9% | -495.4% | -8.7% |
| 10Y | +101.8% | +1,252.8% | -1,151.0% | +17.9% |
| All | +508.9% | +20,434.6% | -19,925.7% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling