+164.2%
XLB vs EMR
+294.2%
-130.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +0.5% | +0.7% | -0.2% | +0.1% |
| 30D | +6.9% | +3.5% | +3.4% | +4.8% |
| 3M | -0.2% | +5.9% | -6.1% | -3.5% |
| 6M | +3.3% | +19.4% | -16.1% | -6.8% |
| YTD | +18.0% | +27.7% | -9.6% | +1.4% |
| 1Y | +24.2% | +30.9% | -6.7% | +5.1% |
| 3Y | +44.7% | +104.2% | -59.5% | -8.2% |
| 5Y | +31.6% | +89.6% | -58.0% | -14.0% |
| 10Y | +164.2% | +280.0% | -115.8% | +16.3% |
| All | +164.2% | +294.2% | -130.0% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling