+12.3%
XLI vs EMR
+29.1%
-16.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.8% | +2.8% | +0.9% | +2.5% |
| 30D | +1.0% | +3.7% | -2.6% | -0.6% |
| 3M | -8.9% | +2.0% | -10.9% | -9.8% |
| 6M | -2.3% | +22.1% | -24.4% | -10.9% |
| YTD | +9.7% | +27.2% | -17.6% | -4.2% |
| 1Y | +12.3% | +32.0% | -19.7% | -3.8% |
| All | +12.3% | +29.1% | -16.7% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling