+29.2%
ALL vs XYL
-21.6%
+50.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.2% | +0.8% | -3.1% | -2.2% |
| 30D | -5.6% | -10.8% | +5.3% | -5.1% |
| 3M | +17.2% | -2.5% | +19.8% | +17.8% |
| 6M | +23.2% | -12.2% | +35.4% | +24.2% |
| YTD | +23.6% | -20.1% | +43.7% | +24.0% |
| 1Y | +29.2% | -20.6% | +49.8% | +27.2% |
| All | +29.2% | -21.6% | +50.8% | +27.2% |
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