+248.8%
XLF vs EMR
+284.0%
-35.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.7% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -1.2% | -6.8% | +5.6% | +2.5% |
| 3M | +9.2% | +7.5% | +1.7% | +4.1% |
| 6M | +16.3% | +9.9% | +6.5% | +8.4% |
| YTD | +5.4% | +16.0% | -10.5% | -5.6% |
| 1Y | +7.6% | +12.4% | -4.8% | -2.5% |
| 3Y | +74.2% | +60.2% | +14.0% | +23.1% |
| 5Y | +66.1% | +67.9% | -1.7% | +11.9% |
| All | +248.8% | +284.0% | -35.1% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling