+561.3%
XLP vs EMR
+1,034.7%
-473.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.4% |
| 7D | +3.5% | -4.8% | +8.2% | +4.7% |
| 30D | +11.6% | +0.7% | +10.8% | +11.2% |
| 3M | +7.6% | +0.4% | +7.2% | +7.2% |
| 6M | +10.0% | +18.4% | -8.4% | +4.7% |
| YTD | +19.7% | +23.9% | -4.2% | +11.9% |
| 1Y | +23.5% | +24.7% | -1.2% | +15.1% |
| 3Y | +44.0% | +86.4% | -42.4% | +18.1% |
| 5Y | +42.7% | +83.3% | -40.6% | +16.4% |
| 10Y | +131.3% | +320.2% | -188.8% | +44.4% |
| All | +561.3% | +1,034.7% | -473.5% | +191.6% |
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