+48.3%
XLE vs EMR
+19.4%
+28.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.7% |
| 7D | +2.2% | -1.5% | +3.7% | +2.1% |
| 30D | +11.8% | -5.6% | +17.4% | +11.3% |
| 3M | +9.8% | +7.9% | +1.9% | +10.5% |
| 6M | +15.6% | +6.0% | +9.6% | +17.9% |
| YTD | +45.3% | +16.4% | +28.8% | +45.4% |
| 1Y | +48.3% | +16.6% | +31.7% | +48.0% |
| All | +48.3% | +19.4% | +28.9% | +48.0% |
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 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