+39.5%
XLC vs EMR
+91.0%
-51.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +0.9% |
| 7D | +7.1% | +2.1% | +4.9% | +6.2% |
| 30D | -2.7% | +4.8% | -7.5% | -4.5% |
| 3M | -3.2% | +7.5% | -10.7% | -6.0% |
| 6M | -7.7% | +20.9% | -28.5% | -14.8% |
| YTD | -8.0% | +29.2% | -37.1% | -18.6% |
| 1Y | -3.1% | +33.0% | -36.0% | -15.4% |
| 3Y | +64.9% | +109.8% | -44.9% | +10.5% |
| 5Y | +39.5% | +91.9% | -52.4% | -4.0% |
| All | +39.5% | +91.0% | -51.4% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling