+842.6%
ASX vs XYL
+129.6%
+713.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.2% | +7.9% |
| 7D | -12.3% | +2.1% | -14.3% | -13.2% |
| 30D | -26.0% | -3.4% | -22.6% | -26.2% |
| 3M | -8.1% | -17.2% | +9.1% | -0.9% |
| 6M | +1.4% | -12.0% | +13.4% | +5.1% |
| YTD | +115.6% | -26.3% | +141.9% | +143.5% |
| 1Y | +128.0% | -33.5% | +161.5% | +172.4% |
| 3Y | +371.4% | +6.4% | +365.0% | +330.7% |
| 5Y | +469.4% | -20.9% | +490.3% | +491.8% |
| 10Y | +842.6% | +120.8% | +721.8% | +566.4% |
| All | +842.6% | +129.6% | +713.1% | +566.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling