+855.3%
ASX vs XYL
+134.6%
+720.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +1.3% |
| 7D | -0.7% | -5.0% | +4.3% | +1.9% |
| 30D | +2.0% | -13.2% | +15.2% | +9.7% |
| 3M | -1.3% | -3.7% | +2.4% | -0.3% |
| 6M | +71.4% | -17.7% | +89.1% | +88.1% |
| YTD | +135.3% | -21.5% | +156.8% | +162.9% |
| 1Y | +267.5% | -24.5% | +292.0% | +318.9% |
| 3Y | +388.5% | +6.9% | +381.5% | +354.8% |
| 5Y | +417.1% | -18.1% | +435.2% | +439.1% |
| All | +855.3% | +134.6% | +720.7% | +550.1% |
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