+170.7%
XLE vs EMR
+268.7%
-98.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | 0.0% | +3.1% | -3.1% | -1.9% |
| 30D | +12.6% | -3.5% | +16.2% | +14.8% |
| 3M | +11.8% | +9.8% | +2.1% | +3.7% |
| 6M | +16.1% | +10.8% | +5.3% | +4.5% |
| YTD | +46.9% | +15.9% | +30.9% | +26.6% |
| 1Y | +53.3% | +16.4% | +36.8% | +30.3% |
| 3Y | +54.9% | +62.1% | -7.2% | -1.8% |
| 5Y | +225.7% | +62.9% | +162.8% | +100.5% |
| 10Y | +170.7% | +267.8% | -97.1% | -7.2% |
| All | +170.7% | +268.7% | -98.0% | -7.2% |
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