+149.9%
XLE vs EMR
+80.8%
+69.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -12.0% | -1.6% | -10.4% | -11.6% |
| 30D | -2.7% | +2.0% | -4.7% | -3.6% |
| 3M | +6.6% | +3.8% | +2.8% | +4.8% |
| 6M | +9.5% | +10.5% | -1.0% | +4.4% |
| YTD | +40.6% | +23.7% | +16.8% | +25.3% |
| 1Y | +43.6% | +25.4% | +18.2% | +26.9% |
| 3Y | +58.1% | +86.6% | -28.5% | +8.4% |
| All | +149.9% | +80.8% | +69.2% | +67.2% |
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 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