+3,607.6%
EME vs XYL
+466.0%
+3,141.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +0.9% |
| 7D | +5.2% | +1.8% | +3.4% | +4.1% |
| 30D | -5.4% | -9.2% | +3.9% | -0.2% |
| 3M | -6.1% | -0.3% | -5.8% | -7.0% |
| 6M | +9.7% | -11.0% | +20.6% | +15.9% |
| YTD | +26.6% | -19.2% | +45.8% | +40.4% |
| 1Y | +24.6% | -21.2% | +45.8% | +40.6% |
| 3Y | +249.6% | +18.6% | +231.0% | +207.4% |
| 5Y | +556.6% | -14.3% | +570.9% | +579.3% |
| 10Y | +1,286.6% | +141.0% | +1,145.6% | +710.2% |
| All | +3,607.6% | +466.0% | +3,141.6% | +1,356.2% |
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