+1,368.0%
ALL vs XYL
+403.7%
+964.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.8% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +13.8% | -5.7% | +19.5% | +15.6% |
| 3M | -2.8% | -19.8% | +17.0% | +4.5% |
| 6M | +23.7% | -14.2% | +37.9% | +29.1% |
| YTD | +27.3% | -28.1% | +55.4% | +40.8% |
| 1Y | +30.5% | -35.0% | +65.5% | +50.1% |
| 3Y | +113.0% | +2.1% | +110.9% | +101.8% |
| 5Y | +157.6% | -22.1% | +179.7% | +165.5% |
| 10Y | +368.4% | +107.0% | +261.4% | +229.5% |
| All | +1,368.0% | +403.7% | +964.3% | +700.3% |
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