+429.4%
XLF vs EMR
+1,065.2%
-635.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | +2.8% | -0.2% | +0.9% |
| 30D | +7.6% | +3.7% | +4.0% | +5.1% |
| 3M | +1.1% | +2.0% | -1.0% | -0.7% |
| 6M | +15.9% | +22.1% | -6.2% | +1.1% |
| YTD | +8.4% | +27.2% | -18.8% | -9.4% |
| 1Y | +12.5% | +32.0% | -19.5% | -8.3% |
| 3Y | +81.6% | +103.3% | -21.7% | +8.3% |
| 5Y | +59.3% | +88.2% | -29.0% | -2.1% |
| 10Y | +225.4% | +280.4% | -55.0% | +20.9% |
| All | +429.4% | +1,065.2% | -635.8% | -1.9% |
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