+144.7%
EEM vs XYL
+466.0%
-321.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -1.0% |
| 7D | +3.1% | +1.8% | +1.3% | +2.3% |
| 30D | +4.9% | -9.2% | +14.1% | +8.8% |
| 3M | +5.2% | -0.3% | +5.5% | +4.7% |
| 6M | +20.7% | -11.0% | +31.7% | +25.6% |
| YTD | +26.5% | -19.2% | +45.7% | +36.1% |
| 1Y | +37.8% | -21.2% | +59.1% | +49.8% |
| 3Y | +91.0% | +18.6% | +72.4% | +72.2% |
| 5Y | +47.0% | -14.3% | +61.4% | +48.0% |
| 10Y | +125.6% | +141.0% | -15.5% | +37.2% |
| All | +144.7% | +466.0% | -321.3% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling