+30.4%
EMB vs XYL
+18.1%
+12.3%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.5% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | -0.5% | -9.2% | +8.7% | +0.7% |
| 3M | +0.3% | -0.3% | +0.6% | +0.2% |
| 6M | +1.2% | -11.0% | +12.1% | +2.4% |
| YTD | +1.5% | -19.2% | +20.7% | +3.8% |
| 1Y | +4.8% | -21.2% | +26.0% | +7.5% |
| 3Y | +30.4% | +18.6% | +11.7% | +23.7% |
| All | +30.4% | +18.1% | +12.3% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling