+280.3%
EMR vs XRT
+135.4%
+144.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | +1.0% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +2.1% | +7.5% | -5.4% | -2.4% |
| 3M | +2.3% | +2.3% | -0.1% | +0.6% |
| 6M | +22.5% | +12.8% | +9.7% | +13.3% |
| YTD | +27.2% | +7.1% | +20.1% | +21.9% |
| 1Y | +28.0% | +12.3% | +15.7% | +19.3% |
| 3Y | +103.4% | +57.0% | +46.4% | +55.0% |
| 5Y | +88.2% | -4.3% | +92.5% | +85.9% |
| All | +280.3% | +135.4% | +144.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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