+268.5%
EMR vs XYL
+152.1%
+116.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.2% |
| 30D | -5.0% | -10.8% | +5.9% | +2.6% |
| 3M | +5.9% | -2.5% | +8.5% | +7.4% |
| 6M | +7.3% | -12.2% | +19.5% | +16.8% |
| YTD | +14.6% | -20.1% | +34.6% | +32.2% |
| 1Y | +15.6% | -20.6% | +36.3% | +34.1% |
| 3Y | +60.2% | +17.3% | +42.8% | +41.0% |
| 5Y | +65.8% | -14.5% | +80.3% | +76.8% |
| All | +268.5% | +152.1% | +116.4% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling