+303.5%
EWY vs XYL
+150.5%
+153.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.1% |
| 7D | -0.1% | +1.2% | -1.3% | -0.6% |
| 30D | +7.3% | -11.9% | +19.3% | +13.6% |
| 3M | -5.1% | -1.5% | -3.6% | -5.3% |
| 6M | +42.1% | -11.9% | +54.0% | +49.7% |
| YTD | +94.1% | -20.6% | +114.7% | +113.6% |
| 1Y | +147.8% | -23.5% | +171.3% | +177.2% |
| 3Y | +222.9% | +14.9% | +208.1% | +192.6% |
| 5Y | +150.6% | -15.3% | +165.9% | +156.5% |
| All | +303.5% | +150.5% | +153.0% | +164.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling