+124.6%
XLP vs EMR
+312.7%
-188.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +0.7% | -1.6% | +2.3% | +1.1% |
| 30D | +10.3% | +2.0% | +8.3% | +9.7% |
| 3M | +6.5% | +3.8% | +2.7% | +5.5% |
| 6M | +8.4% | +10.5% | -2.1% | +5.6% |
| YTD | +18.2% | +23.7% | -5.5% | +11.6% |
| 1Y | +22.4% | +25.4% | -3.0% | +15.1% |
| 3Y | +41.9% | +86.6% | -44.7% | +18.2% |
| 5Y | +40.9% | +83.0% | -42.2% | +16.5% |
| All | +124.6% | +312.7% | -188.1% | +67.1% |
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