+550.5%
EME vs XYL
-15.8%
+566.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +0.9% | -1.2% | +2.2% | +1.6% |
| 30D | -8.4% | -13.2% | +4.8% | -1.7% |
| 3M | -3.6% | -0.2% | -3.4% | -4.9% |
| 6M | +3.6% | -12.5% | +16.1% | +9.7% |
| YTD | +22.5% | -20.9% | +43.4% | +36.1% |
| 1Y | +18.2% | -21.6% | +39.7% | +32.3% |
| 3Y | +238.4% | +16.1% | +222.2% | +204.6% |
| 5Y | +550.5% | -15.6% | +566.1% | +582.5% |
| All | +550.5% | -15.8% | +566.3% | +582.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling