-2.7%
XLC vs EMR
+29.0%
-31.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.1% | +2.7% | +0.4% | +2.7% |
| 30D | -4.2% | +2.1% | -6.3% | -4.5% |
| 3M | -2.1% | +2.3% | -4.4% | -2.4% |
| 6M | -6.6% | +22.5% | -29.1% | -9.5% |
| YTD | -7.8% | +27.2% | -35.0% | -12.6% |
| All | -2.7% | +29.0% | -31.7% | -8.9% |
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