+609.7%
EMR vs XME
+170.7%
+439.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.8% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | +3.7% | -6.1% | +9.8% | +6.9% |
| 3M | +2.0% | -18.6% | +20.7% | +12.5% |
| 6M | +22.1% | -23.9% | +46.0% | +38.4% |
| YTD | +27.2% | -9.3% | +36.6% | +31.6% |
| 1Y | +32.0% | +1.8% | +30.3% | +28.7% |
| 3Y | +103.3% | +93.0% | +10.3% | +41.1% |
| 5Y | +88.2% | +107.0% | -18.8% | +21.9% |
| 10Y | +280.4% | +266.9% | +13.5% | +75.8% |
| All | +609.7% | +170.7% | +439.0% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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