+211.9%
B vs XYL
+140.7%
+71.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | +9.5% | -10.8% | +20.3% | +11.2% |
| 3M | +14.3% | -2.5% | +16.9% | +14.5% |
| 6M | -1.9% | -12.2% | +10.3% | -0.4% |
| YTD | +4.1% | -20.1% | +24.2% | +6.7% |
| 1Y | +56.1% | -20.6% | +76.8% | +60.2% |
| 3Y | +202.0% | +17.3% | +184.7% | +195.0% |
| 5Y | +158.8% | -14.5% | +173.3% | +156.9% |
| 10Y | +211.9% | +150.2% | +61.7% | +225.6% |
| All | +211.9% | +140.7% | +71.2% | +225.6% |
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