+43.6%
EEM vs XYL
-15.8%
+59.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.9% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | +2.4% | -13.2% | +15.6% | +6.8% |
| 3M | +4.2% | -0.2% | +4.3% | +3.6% |
| 6M | +14.8% | -12.5% | +27.3% | +18.9% |
| YTD | +23.1% | -20.9% | +44.0% | +31.1% |
| 1Y | +32.5% | -21.6% | +54.1% | +41.5% |
| 3Y | +85.9% | +16.1% | +69.7% | +72.4% |
| 5Y | +43.6% | -15.6% | +59.2% | +37.2% |
| All | +43.6% | -15.8% | +59.4% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling