+107.5%
ALL vs XYL
+5.2%
+102.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.2% | -4.0% |
| 7D | -1.9% | +5.9% | -7.8% | -3.1% |
| 30D | +13.8% | -3.9% | +17.7% | +14.4% |
| 3M | -7.0% | -18.7% | +11.7% | -3.3% |
| 6M | +18.0% | -16.9% | +34.9% | +22.0% |
| YTD | +24.2% | -27.4% | +51.6% | +32.0% |
| 1Y | +31.2% | -34.0% | +65.2% | +43.5% |
| 3Y | +107.5% | +5.6% | +101.9% | +91.2% |
| All | +107.5% | +5.2% | +102.3% | +91.2% |
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 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