+590.0%
EMR vs XRT
+529.0%
+61.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +1.0% |
| 7D | -1.6% | +0.9% | -2.4% | -2.2% |
| 30D | +2.0% | +7.9% | -6.0% | -3.3% |
| 3M | +3.8% | -0.2% | +4.0% | +3.5% |
| 6M | +10.5% | +5.6% | +4.9% | +5.9% |
| YTD | +23.7% | +5.7% | +18.0% | +18.9% |
| 1Y | +25.4% | +14.6% | +10.8% | +14.3% |
| 3Y | +86.6% | +50.7% | +35.9% | +40.5% |
| 5Y | +83.0% | -4.8% | +87.9% | +78.8% |
| 10Y | +319.5% | +152.6% | +166.9% | +85.9% |
| All | +590.0% | +529.0% | +61.0% | +42.3% |
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