+67.8%
B vs XYL
-23.4%
+91.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.7% |
| 7D | -1.6% | -5.0% | +3.5% | -0.2% |
| 30D | +9.4% | -13.2% | +22.6% | +13.2% |
| 3M | +5.0% | -3.7% | +8.7% | +4.2% |
| 6M | -3.5% | -17.7% | +14.1% | -1.1% |
| YTD | +4.5% | -21.5% | +26.0% | +5.2% |
| 1Y | +67.8% | -24.5% | +92.3% | +70.8% |
| All | +67.8% | -23.4% | +91.2% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling