+25.9%
EWZ vs XYL
+449.8%
-423.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | +6.5% | -5.0% | +11.5% | +9.2% |
| 30D | +4.8% | -13.2% | +18.1% | +12.3% |
| 3M | +9.9% | -3.7% | +13.6% | +11.1% |
| 6M | +1.9% | -17.7% | +19.6% | +11.5% |
| YTD | +20.3% | -21.5% | +41.8% | +33.9% |
| 1Y | +35.6% | -24.5% | +60.1% | +53.7% |
| 3Y | +43.4% | +6.9% | +36.5% | +31.2% |
| 5Y | +55.9% | -18.1% | +74.0% | +59.4% |
| 10Y | +84.2% | +134.7% | -50.6% | -0.1% |
| All | +25.9% | +449.8% | -423.9% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling