+1,019.2%
XLE vs EMR
+1,065.8%
-46.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -0.2% | -2.0% | +1.7% | +0.8% |
| 30D | -4.0% | +2.8% | -6.8% | -5.9% |
| 3M | +4.6% | +2.0% | +2.6% | +2.6% |
| 6M | +12.3% | +20.7% | -8.4% | -1.6% |
| YTD | +44.5% | +27.3% | +17.2% | +19.5% |
| 1Y | +42.4% | +31.0% | +11.4% | +15.4% |
| 3Y | +67.0% | +103.6% | -36.6% | -0.4% |
| 5Y | +161.9% | +88.6% | +73.4% | +61.2% |
| 10Y | +173.9% | +280.6% | -106.8% | +12.1% |
| All | +1,019.2% | +1,065.8% | -46.6% | +172.6% |
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