+128.5%
EEM vs XYL
+150.5%
-21.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | +2.1% | -11.9% | +14.0% | +7.0% |
| 3M | +1.0% | -1.5% | +2.6% | +1.0% |
| 6M | +15.9% | -11.9% | +27.8% | +20.8% |
| YTD | +24.6% | -20.6% | +45.2% | +34.6% |
| 1Y | +32.3% | -23.5% | +55.8% | +44.9% |
| 3Y | +85.9% | +14.9% | +71.1% | +70.2% |
| 5Y | +45.4% | -15.3% | +60.7% | +47.1% |
| All | +128.5% | +150.5% | -21.9% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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