+227.7%
EFA vs XYL
+466.0%
-238.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.7% |
| 7D | +1.2% | +1.8% | -0.6% | +0.5% |
| 30D | -0.7% | -9.2% | +8.5% | +2.9% |
| 3M | +6.4% | -0.3% | +6.7% | +6.0% |
| 6M | +11.4% | -11.0% | +22.3% | +15.8% |
| YTD | +14.0% | -19.2% | +33.2% | +22.6% |
| 1Y | +20.2% | -21.2% | +41.4% | +30.4% |
| 3Y | +68.2% | +18.6% | +49.6% | +52.3% |
| 5Y | +54.8% | -14.3% | +69.1% | +56.0% |
| 10Y | +142.4% | +141.0% | +1.4% | +55.2% |
| All | +227.7% | +466.0% | -238.3% | +50.8% |
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