+253.5%
EME vs XYL
+15.7%
+237.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | +3.5% | +1.2% | +2.3% | +2.9% |
| 30D | -6.3% | -11.9% | +5.6% | -0.2% |
| 3M | -3.8% | -1.5% | -2.2% | -4.9% |
| 6M | +8.5% | -11.9% | +20.4% | +14.4% |
| YTD | +27.8% | -20.6% | +48.4% | +41.8% |
| 1Y | +22.2% | -23.5% | +45.7% | +39.4% |
| 3Y | +253.5% | +14.9% | +238.6% | +212.3% |
| All | +253.5% | +15.7% | +237.8% | +212.3% |
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 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