+69.8%
EWJ vs XYL
+16.4%
+53.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | +1.0% | -10.8% | +11.8% | +4.7% |
| 3M | +7.2% | -2.5% | +9.8% | +7.3% |
| 6M | +13.9% | -12.2% | +26.1% | +18.0% |
| YTD | +20.8% | -20.1% | +40.9% | +28.6% |
| 1Y | +26.4% | -20.6% | +47.0% | +34.7% |
| All | +69.8% | +16.4% | +53.4% | +55.1% |
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