+2.1%
EWZ vs XYL
-34.5%
+36.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.1% |
| 7D | -1.5% | +5.9% | -7.4% | -2.4% |
| 30D | -24.5% | -3.9% | -20.6% | -24.4% |
| 3M | -10.7% | -18.7% | +8.0% | -7.4% |
| 6M | -19.1% | -16.9% | -2.2% | -17.0% |
| YTD | +1.6% | -27.4% | +29.0% | +3.7% |
| All | +2.1% | -34.5% | +36.6% | +9.3% |
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