+988.3%
XLE vs EMR
+1,032.9%
-44.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | -12.0% | -1.6% | -10.4% | -11.3% |
| 30D | -2.7% | +2.0% | -4.7% | -4.2% |
| 3M | +6.6% | +3.8% | +2.8% | +3.5% |
| 6M | +9.5% | +10.5% | -1.0% | +1.0% |
| YTD | +40.6% | +23.7% | +16.8% | +18.2% |
| 1Y | +43.6% | +25.4% | +18.2% | +19.4% |
| 3Y | +58.1% | +86.6% | -28.5% | -0.7% |
| 5Y | +152.2% | +83.0% | +69.2% | +58.0% |
| 10Y | +172.9% | +319.5% | -146.6% | +5.9% |
| All | +988.3% | +1,032.9% | -44.6% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling