+610.0%
EMR vs XRT
+549.2%
+60.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.0% | -1.4% | -0.5% | -1.0% |
| 30D | +2.8% | +9.8% | -6.9% | -3.5% |
| 3M | +2.0% | +3.3% | -1.3% | -0.5% |
| 6M | +20.7% | +13.6% | +7.1% | +10.2% |
| YTD | +27.3% | +9.1% | +18.2% | +19.9% |
| 1Y | +31.0% | +15.1% | +15.9% | +19.1% |
| 3Y | +103.6% | +59.9% | +43.7% | +47.6% |
| 5Y | +88.6% | -1.7% | +90.3% | +80.5% |
| 10Y | +280.6% | +141.1% | +139.5% | +74.8% |
| All | +610.0% | +549.2% | +60.8% | +43.4% |
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 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