+1,117.4%
XLI vs EMR
+966.4%
+151.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.6% |
| 7D | -1.1% | -1.5% | +0.5% | -0.2% |
| 30D | -5.9% | -5.6% | -0.3% | -3.0% |
| 3M | -0.3% | +7.9% | -8.2% | -4.8% |
| 6M | +0.1% | +6.0% | -5.9% | -4.0% |
| YTD | +13.6% | +16.4% | -2.9% | +2.6% |
| 1Y | +17.2% | +16.6% | +0.6% | +5.3% |
| 3Y | +68.2% | +62.9% | +5.3% | +21.6% |
| 5Y | +80.7% | +60.1% | +20.6% | +30.1% |
| 10Y | +253.3% | +268.8% | -15.5% | +51.3% |
| All | +1,117.4% | +966.4% | +151.0% | +175.6% |
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 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