+29.5%
XLB vs EMR
+25.6%
+3.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.7% |
| 7D | +3.9% | +1.6% | +2.3% | +3.3% |
| 30D | +8.9% | +5.0% | +3.9% | +7.1% |
| 3M | +4.1% | +7.7% | -3.5% | +1.4% |
| 6M | +7.3% | +26.8% | -19.5% | -1.5% |
| YTD | +20.4% | +29.9% | -9.5% | +9.0% |
| 1Y | +29.5% | +25.7% | +3.9% | +18.4% |
| All | +29.5% | +25.6% | +3.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling