+156.1%
ALL vs XYL
+12.6%
+143.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.9% |
| 7D | 0.0% | -5.0% | +5.1% | +1.2% |
| 30D | -1.5% | -13.2% | +11.7% | +1.6% |
| 3M | +23.6% | -3.7% | +27.3% | +24.3% |
| 6M | +22.3% | -17.7% | +40.0% | +27.6% |
| YTD | +26.5% | -21.5% | +48.0% | +33.0% |
| 1Y | +27.0% | -24.5% | +51.5% | +35.0% |
| All | +156.1% | +12.6% | +143.5% | +137.8% |
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