+33.6%
XLY vs EME
+252.2%
-218.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | 0.0% |
| 7D | -1.7% | +3.5% | -5.2% | -2.5% |
| 30D | -4.2% | -6.3% | +2.1% | -3.0% |
| 3M | -2.7% | -3.8% | +1.1% | -2.5% |
| 6M | -0.6% | +8.5% | -9.1% | -3.8% |
| YTD | -5.0% | +27.8% | -32.8% | -12.4% |
| 1Y | -4.1% | +22.2% | -26.3% | -11.5% |
| 3Y | +33.6% | +253.5% | -219.9% | -8.8% |
| All | +33.6% | +252.2% | -218.6% | -8.8% |
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 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