+73.1%
XLC vs EMR
+62.7%
+10.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +1.0% | -5.6% | +6.7% | +2.5% |
| 3M | -0.7% | +7.9% | -8.6% | -3.3% |
| 6M | -5.1% | +6.0% | -11.2% | -7.5% |
| YTD | -4.3% | +16.4% | -20.7% | -10.1% |
| 1Y | -0.6% | +16.6% | -17.2% | -7.0% |
| All | +73.1% | +62.7% | +10.4% | +44.6% |
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