+236.2%
EWJ vs XYL
+466.0%
-229.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.3% |
| 7D | +2.9% | +1.8% | +1.1% | +2.2% |
| 30D | +1.1% | -9.2% | +10.3% | +4.3% |
| 3M | +7.1% | -0.3% | +7.4% | +6.7% |
| 6M | +16.2% | -11.0% | +27.1% | +20.1% |
| YTD | +22.0% | -19.2% | +41.2% | +29.8% |
| 1Y | +26.2% | -21.2% | +47.4% | +35.3% |
| 3Y | +73.5% | +18.6% | +54.8% | +60.2% |
| 5Y | +52.7% | -14.3% | +67.0% | +53.9% |
| 10Y | +138.5% | +141.0% | -2.5% | +65.1% |
| All | +236.2% | +466.0% | -229.8% | +82.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling