+640.9%
XLU vs EMR
+949.1%
-308.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | -0.4% | -5.0% | +4.5% | +0.9% |
| 3M | -1.7% | +5.9% | -7.7% | -3.7% |
| 6M | -7.1% | +7.3% | -14.4% | -9.8% |
| YTD | +1.9% | +14.6% | -12.6% | -3.4% |
| 1Y | +6.1% | +15.6% | -9.5% | 0.0% |
| 3Y | +48.8% | +60.2% | -11.4% | +24.5% |
| 5Y | +43.8% | +65.8% | -22.0% | +17.6% |
| 10Y | +143.2% | +277.4% | -134.2% | +45.7% |
| All | +640.9% | +949.1% | -308.2% | +191.1% |
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 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