+15.6%
XLB vs EMR
+15.1%
+0.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.9% | +0.9% | -3.9% | -3.3% |
| 30D | -3.4% | -5.0% | +1.6% | -1.8% |
| 3M | +1.6% | +5.9% | -4.3% | -0.7% |
| 6M | +3.6% | +7.3% | -3.7% | +0.5% |
| YTD | +14.2% | +14.6% | -0.3% | +8.2% |
| 1Y | +15.6% | +15.6% | -0.1% | +8.0% |
| All | +15.6% | +15.1% | +0.4% | +8.0% |
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