+77.3%
EMB vs XYL
+449.8%
-372.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.1% | +0.3% |
| 7D | 0.0% | -5.0% | +5.0% | +0.7% |
| 30D | -0.3% | -13.2% | +12.9% | +1.6% |
| 3M | -0.4% | -3.7% | +3.3% | -0.1% |
| 6M | +0.1% | -17.7% | +17.8% | +2.5% |
| YTD | +1.6% | -21.5% | +23.1% | +4.5% |
| 1Y | +5.6% | -24.5% | +30.1% | +9.2% |
| 3Y | +29.8% | +6.9% | +22.9% | +27.2% |
| 5Y | +7.3% | -18.1% | +25.3% | +7.2% |
| 10Y | +30.4% | +134.7% | -104.3% | +15.9% |
| All | +77.3% | +449.8% | -372.5% | +48.3% |
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