+80.9%
XLI vs EMR
+60.6%
+20.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | -6.9% | -5.0% | -2.0% | -4.7% |
| 3M | -1.9% | +5.9% | -7.8% | -5.0% |
| 6M | +1.0% | +7.3% | -6.3% | -3.2% |
| YTD | +11.3% | +14.6% | -3.2% | +2.5% |
| 1Y | +15.8% | +15.6% | +0.2% | +5.6% |
| 3Y | +69.8% | +60.2% | +9.6% | +27.1% |
| 5Y | +80.9% | +65.8% | +15.1% | +27.8% |
| All | +80.9% | +60.6% | +20.3% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling