+72.4%
XLI vs EMR
+62.0%
+10.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +1.0% | +3.1% | -2.1% | -0.4% |
| 30D | -5.8% | -3.5% | -2.3% | -4.4% |
| 3M | +0.7% | +9.8% | -9.1% | -3.6% |
| 6M | +3.2% | +10.8% | -7.6% | -2.0% |
| YTD | +13.0% | +15.9% | -2.9% | +4.5% |
| 1Y | +16.8% | +16.4% | +0.4% | +7.4% |
| All | +72.4% | +62.0% | +10.4% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling