+226.1%
XLI vs EMR
+279.2%
-53.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.8% | +2.8% | +0.9% | +2.1% |
| 30D | +1.0% | +3.7% | -2.6% | -1.0% |
| 3M | -8.9% | +2.0% | -10.9% | -10.1% |
| 6M | -2.3% | +22.1% | -24.4% | -13.2% |
| YTD | +9.7% | +27.2% | -17.6% | -6.0% |
| 1Y | +12.3% | +32.0% | -19.7% | -5.8% |
| 3Y | +71.5% | +103.3% | -31.8% | +8.0% |
| 5Y | +70.2% | +88.2% | -18.0% | +10.3% |
| All | +226.1% | +279.2% | -53.1% | +39.6% |
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 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