+135.9%
XLU vs EMR
+284.0%
-148.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.9% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -3.3% | -6.8% | +3.5% | -1.8% |
| 3M | -3.2% | +7.5% | -10.6% | -5.1% |
| 6M | -7.0% | +9.9% | -16.8% | -9.7% |
| YTD | +0.6% | +16.0% | -15.3% | -4.1% |
| 1Y | +2.4% | +12.4% | -10.0% | -1.8% |
| 3Y | +46.3% | +60.2% | -14.0% | +25.1% |
| 5Y | +44.0% | +67.9% | -23.9% | +19.9% |
| All | +135.9% | +284.0% | -148.1% | +64.1% |
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