+141.3%
XLC vs EMR
+152.8%
-11.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -1.7% | -1.2% | -0.4% | -1.2% |
| 30D | +0.2% | -9.4% | +9.6% | +3.9% |
| 3M | +0.7% | +8.6% | -7.9% | -3.0% |
| 6M | -4.5% | +6.7% | -11.1% | -7.9% |
| YTD | -4.7% | +13.1% | -17.8% | -11.0% |
| 1Y | -1.5% | +12.7% | -14.2% | -8.2% |
| 3Y | +72.2% | +58.1% | +14.2% | +36.4% |
| 5Y | +39.3% | +63.6% | -24.3% | +7.2% |
| All | +141.3% | +152.8% | -11.5% | +48.2% |
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