+549.5%
EMR vs XRT
+514.3%
+35.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -1.5% | +0.8% | -2.3% | -2.0% |
| 30D | -5.6% | -4.2% | -1.4% | -3.0% |
| 3M | +7.9% | +5.1% | +2.9% | +4.1% |
| 6M | +6.0% | +2.4% | +3.6% | +4.2% |
| YTD | +16.4% | +3.2% | +13.3% | +14.1% |
| 1Y | +16.6% | +1.5% | +15.1% | +15.2% |
| 3Y | +62.9% | +40.6% | +22.3% | +28.6% |
| 5Y | +60.1% | -1.0% | +61.1% | +51.8% |
| 10Y | +268.8% | +128.4% | +140.3% | +76.0% |
| All | +549.5% | +514.3% | +35.2% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling