+134.0%
XLC vs EMR
+185.5%
-51.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.8% |
| 7D | +6.2% | +0.7% | +5.5% | +5.9% |
| 30D | -2.4% | +3.5% | -5.9% | -3.7% |
| 3M | -3.3% | +5.9% | -9.2% | -5.7% |
| 6M | -7.3% | +19.4% | -26.8% | -14.2% |
| YTD | -7.6% | +27.7% | -35.3% | -17.7% |
| 1Y | -3.7% | +30.9% | -34.6% | -15.2% |
| 3Y | +62.9% | +104.2% | -41.3% | +16.4% |
| 5Y | +41.6% | +89.6% | -48.0% | +3.1% |
| All | +134.0% | +185.5% | -51.5% | +37.0% |
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 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