+21.0%
XLP vs EMR
+29.8%
-8.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.2% | +2.7% | -2.9% | -0.2% |
| 30D | +8.2% | +2.1% | +6.1% | +8.2% |
| 3M | +7.7% | +2.3% | +5.5% | +7.7% |
| 6M | +9.3% | +22.5% | -13.2% | +8.8% |
| YTD | +19.5% | +27.2% | -7.7% | +17.9% |
| 1Y | +21.0% | +28.0% | -7.0% | +19.2% |
| All | +21.0% | +29.8% | -8.8% | +19.2% |
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