+37.6%
XLC vs EMR
+60.6%
-23.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -1.4% | +0.9% | -2.3% | -1.8% |
| 30D | -0.9% | -5.0% | +4.1% | +0.8% |
| 3M | -0.3% | +5.9% | -6.2% | -3.1% |
| 6M | -5.2% | +7.3% | -12.5% | -8.8% |
| YTD | -5.3% | +14.6% | -19.9% | -12.2% |
| 1Y | -2.8% | +15.6% | -18.5% | -10.7% |
| 3Y | +71.2% | +60.2% | +11.0% | +30.8% |
| 5Y | +37.6% | +65.8% | -28.3% | -0.4% |
| All | +37.6% | +60.6% | -23.1% | -0.4% |
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