+1,359.3%
ALL vs XYL
+449.8%
+909.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | 0.0% | -5.0% | +5.1% | +1.9% |
| 30D | -1.5% | -13.2% | +11.7% | +3.7% |
| 3M | +23.6% | -3.7% | +27.3% | +24.8% |
| 6M | +22.3% | -17.7% | +40.0% | +30.5% |
| YTD | +26.5% | -21.5% | +48.0% | +36.7% |
| 1Y | +27.0% | -24.5% | +51.5% | +39.1% |
| 3Y | +149.6% | +6.9% | +142.6% | +134.3% |
| 5Y | +118.1% | -18.1% | +136.2% | +122.2% |
| 10Y | +369.0% | +134.7% | +234.3% | +218.2% |
| All | +1,359.3% | +449.8% | +909.5% | +676.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling