+164.7%
XLB vs EMR
+279.1%
-114.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +2.7% | -2.6% | -1.4% |
| 30D | +5.3% | +2.1% | +3.2% | +4.0% |
| 3M | 0.0% | +2.3% | -2.2% | -1.5% |
| 6M | +1.2% | +22.5% | -21.3% | -9.9% |
| YTD | +16.9% | +27.2% | -10.3% | +0.6% |
| 1Y | +20.9% | +28.0% | -7.1% | +3.5% |
| 3Y | +43.3% | +103.4% | -60.1% | -8.9% |
| 5Y | +28.3% | +88.2% | -59.8% | -15.8% |
| All | +164.7% | +279.1% | -114.4% | +16.8% |
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