+36.4%
EWZ vs XYL
-21.5%
+57.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.3% |
| 7D | +5.6% | +1.8% | +3.8% | +5.1% |
| 30D | +9.3% | -9.2% | +18.5% | +11.7% |
| 3M | +15.7% | -0.3% | +16.0% | +14.2% |
| 6M | +7.4% | -11.0% | +18.4% | +9.4% |
| YTD | +22.7% | -19.2% | +41.9% | +24.7% |
| 1Y | +36.4% | -21.2% | +57.6% | +41.2% |
| All | +36.4% | -21.5% | +57.9% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling