+103.3%
EMR vs XYL
-0.5%
+103.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | -0.1% |
| 7D | +2.8% | -3.7% | +6.6% | +5.1% |
| 30D | +3.7% | -8.3% | +12.0% | +6.8% |
| 3M | +2.0% | -21.4% | +23.5% | +16.6% |
| 6M | +22.1% | -12.9% | +35.0% | +29.2% |
| YTD | +27.2% | -30.1% | +57.3% | +55.7% |
| 1Y | +32.0% | -35.2% | +67.2% | +70.5% |
| 3Y | +103.3% | -0.8% | +104.0% | +87.9% |
| All | +103.3% | -0.5% | +103.7% | +87.9% |
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