+64.9%
XLC vs EMR
+109.0%
-44.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +1.3% |
| 7D | +7.1% | +2.1% | +4.9% | +6.5% |
| 30D | -2.7% | +4.8% | -7.5% | -4.0% |
| 3M | -3.2% | +7.5% | -10.7% | -5.2% |
| 6M | -7.7% | +20.9% | -28.5% | -12.8% |
| YTD | -8.0% | +29.2% | -37.1% | -16.0% |
| 1Y | -3.1% | +33.0% | -36.0% | -12.5% |
| 3Y | +64.9% | +109.8% | -44.9% | +26.0% |
| All | +64.9% | +109.0% | -44.1% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling