+142.7%
EWY vs XYL
-15.8%
+158.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | +1.2% | -1.2% | +2.5% | +1.7% |
| 30D | +9.3% | -13.2% | +22.5% | +15.5% |
| 3M | +2.4% | -0.2% | +2.6% | +1.6% |
| 6M | +40.3% | -12.5% | +52.8% | +47.1% |
| YTD | +88.0% | -20.9% | +108.9% | +104.3% |
| 1Y | +143.8% | -21.6% | +165.4% | +165.7% |
| 3Y | +217.8% | +16.1% | +201.6% | +190.7% |
| 5Y | +142.7% | -15.6% | +158.3% | +136.8% |
| All | +142.7% | -15.8% | +158.5% | +136.8% |
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