+72.6%
EMB vs XYL
+389.9%
-317.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -0.9% | -3.7% | +2.8% | -0.4% |
| 30D | +0.4% | -8.3% | +8.7% | +1.2% |
| 3M | -3.1% | -21.4% | +18.3% | -0.3% |
| 6M | -2.1% | -12.9% | +10.9% | -0.7% |
| YTD | -1.1% | -30.1% | +29.0% | +3.0% |
| 1Y | -0.1% | -35.2% | +35.1% | +5.2% |
| 3Y | +29.6% | -0.8% | +30.4% | +27.9% |
| 5Y | +7.2% | -23.2% | +30.4% | +7.8% |
| 10Y | +35.5% | +101.2% | -65.8% | +22.2% |
| All | +72.6% | +389.9% | -317.3% | +46.2% |
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 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