+1,106.7%
XLY vs EMR
+962.0%
+144.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.2% | -6.8% | +2.6% | -1.0% |
| 3M | -2.7% | +7.5% | -10.1% | -6.6% |
| 6M | -0.6% | +9.9% | -10.5% | -6.2% |
| YTD | -5.0% | +16.0% | -21.0% | -13.3% |
| 1Y | -4.1% | +12.4% | -16.5% | -11.5% |
| 3Y | +33.6% | +60.2% | -26.6% | +1.7% |
| 5Y | +28.7% | +67.9% | -39.1% | -5.0% |
| 10Y | +219.6% | +282.0% | -62.4% | +47.0% |
| All | +1,106.7% | +962.0% | +144.7% | +207.8% |
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