+12.3%
XLE vs EMR
+19.1%
-6.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.8% |
| 7D | -0.2% | -2.0% | +1.7% | -0.8% |
| 30D | -4.0% | +2.8% | -6.8% | -3.1% |
| 3M | +4.6% | +2.0% | +2.6% | +5.1% |
| 6M | +12.3% | +20.7% | -8.4% | +21.0% |
| All | +12.3% | +19.1% | -6.8% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling