+49.2%
EWJ vs XYL
-15.8%
+65.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -1.5% | -1.2% | -0.2% | -1.1% |
| 30D | +0.2% | -13.2% | +13.3% | +4.8% |
| 3M | +8.6% | -0.2% | +8.8% | +8.0% |
| 6M | +12.1% | -12.5% | +24.6% | +16.5% |
| YTD | +20.1% | -20.9% | +41.0% | +28.5% |
| 1Y | +25.2% | -21.6% | +46.7% | +34.3% |
| 3Y | +70.8% | +16.1% | +54.6% | +57.8% |
| 5Y | +49.2% | -15.6% | +64.8% | +47.1% |
| All | +49.2% | -15.8% | +65.0% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling