+176.5%
XLE vs EMR
+279.1%
-102.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +4.4% | +2.7% | +1.7% | +2.6% |
| 30D | -4.3% | +2.1% | -6.4% | -5.9% |
| 3M | +6.0% | +2.3% | +3.8% | +3.7% |
| 6M | +13.2% | +22.5% | -9.3% | -2.9% |
| YTD | +46.7% | +27.2% | +19.5% | +18.7% |
| 1Y | +46.6% | +28.0% | +18.6% | +17.7% |
| 3Y | +69.6% | +103.4% | -33.9% | -9.0% |
| 5Y | +166.5% | +88.2% | +78.4% | +47.8% |
| All | +176.5% | +279.1% | -102.6% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling