+55.0%
EWZ vs XYL
-17.7%
+72.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +6.5% | -5.0% | +11.5% | +8.0% |
| 30D | +4.8% | -13.2% | +18.1% | +8.9% |
| 3M | +9.9% | -3.7% | +13.6% | +10.5% |
| 6M | +1.9% | -17.7% | +19.6% | +7.1% |
| YTD | +20.3% | -21.5% | +41.8% | +27.6% |
| 1Y | +35.6% | -24.5% | +60.1% | +45.4% |
| 3Y | +43.4% | +6.9% | +36.5% | +36.6% |
| All | +55.0% | -17.7% | +72.7% | +43.3% |
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 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