+18.0%
ALL vs XYL
-16.5%
+34.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.2% | -4.1% |
| 7D | -1.9% | +5.9% | -7.8% | -2.6% |
| 30D | +13.8% | -3.9% | +17.7% | +14.2% |
| 3M | -7.0% | -18.7% | +11.7% | -5.7% |
| 6M | +18.0% | -16.9% | +34.9% | +21.6% |
| All | +18.0% | -16.5% | +34.6% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling