+62.1%
EMR vs XYL
+18.1%
+44.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -2.5% |
| 7D | +3.1% | +1.8% | +1.3% | +1.7% |
| 30D | -3.5% | -9.2% | +5.7% | +3.0% |
| 3M | +9.8% | -0.3% | +10.0% | +9.4% |
| 6M | +10.8% | -11.0% | +21.7% | +19.4% |
| YTD | +15.9% | -19.2% | +35.1% | +32.5% |
| 1Y | +16.4% | -21.2% | +37.6% | +35.4% |
| 3Y | +62.1% | +18.6% | +43.5% | +44.5% |
| All | +62.1% | +18.1% | +44.0% | +44.5% |
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 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