+42.4%
XLE vs EMR
+30.3%
+12.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.8% |
| 7D | -0.2% | -2.0% | +1.7% | -0.4% |
| 30D | -4.0% | +2.8% | -6.8% | -3.7% |
| 3M | +4.6% | +2.0% | +2.6% | +4.9% |
| 6M | +12.3% | +20.7% | -8.4% | +14.6% |
| YTD | +44.5% | +27.3% | +17.2% | +44.7% |
| 1Y | +42.4% | +31.0% | +11.4% | +42.3% |
| All | +42.4% | +30.3% | +12.1% | +42.3% |
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