+65.4%
IEFA vs XYL
+15.7%
+49.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -1.5% | -11.9% | +10.4% | +2.3% |
| 3M | +3.4% | -1.5% | +5.0% | +3.2% |
| 6M | +9.5% | -11.9% | +21.4% | +13.2% |
| YTD | +13.0% | -20.6% | +33.6% | +20.3% |
| 1Y | +18.0% | -23.5% | +41.5% | +27.1% |
| 3Y | +65.4% | +14.9% | +50.5% | +51.1% |
| All | +65.4% | +15.7% | +49.7% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling