+8.5%
EMR vs XE
-50.4%
+58.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.7% | +8.3% | +3.0% |
| 7D | -0.4% | -15.7% | +15.3% | +0.9% |
| 30D | -6.8% | -26.6% | +19.9% | -4.5% |
| 3M | +7.5% | -20.3% | +27.8% | +8.5% |
| All | +8.5% | -50.4% | +58.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 1y: compounded portfolio wealth divided by compounded XE 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…
1y analysis · Full analysis span regression · Available span rolling