+1,584.8%
ASX vs XYL
+408.9%
+1,175.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.6% | +7.4% |
| 7D | -19.9% | +5.9% | -25.8% | -22.1% |
| 30D | -30.9% | -3.9% | -27.0% | -30.9% |
| 3M | -15.1% | -18.7% | +3.6% | -8.3% |
| 6M | -6.5% | -16.9% | +10.4% | -0.7% |
| YTD | +98.4% | -27.4% | +125.8% | +123.3% |
| 1Y | +107.9% | -34.0% | +141.9% | +145.2% |
| 3Y | +325.3% | +5.6% | +319.7% | +295.6% |
| 5Y | +447.3% | -20.6% | +467.9% | +469.1% |
| 10Y | +763.2% | +133.4% | +629.8% | +466.9% |
| All | +1,584.8% | +408.9% | +1,175.9% | +727.4% |
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 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