+166.9%
XLE vs EMR
+87.8%
+79.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +5.4% | +2.8% | +2.6% | +4.4% |
| 30D | -3.9% | +3.7% | -7.6% | -5.3% |
| 3M | +7.0% | +2.0% | +5.0% | +5.9% |
| 6M | +14.2% | +22.1% | -7.9% | +4.8% |
| YTD | +48.2% | +27.2% | +20.9% | +30.8% |
| 1Y | +47.7% | +32.0% | +15.7% | +27.8% |
| 3Y | +70.0% | +103.3% | -33.3% | +11.5% |
| All | +166.9% | +87.8% | +79.2% | +75.7% |
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