+169.4%
XLV vs EEM
+133.3%
+36.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.7% |
| 7D | -3.6% | -1.3% | -2.3% | -3.1% |
| 30D | -1.8% | +2.1% | -3.9% | -2.7% |
| 3M | +7.8% | +1.0% | +6.8% | +6.5% |
| 6M | +9.1% | +15.9% | -6.8% | +0.5% |
| YTD | +7.7% | +24.6% | -16.9% | -4.3% |
| 1Y | +20.4% | +32.3% | -11.9% | +3.9% |
| 3Y | +30.8% | +85.9% | -55.1% | -5.2% |
| 5Y | +34.6% | +45.4% | -10.7% | +9.4% |
| All | +169.4% | +133.3% | +36.1% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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