+56.1%
B vs XYL
-21.6%
+77.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +1.0% | +0.8% | +0.2% | +0.8% |
| 30D | +9.5% | -10.8% | +20.3% | +12.6% |
| 3M | +14.3% | -2.5% | +16.9% | +13.1% |
| 6M | -1.9% | -12.2% | +10.3% | -0.4% |
| YTD | +4.1% | -20.1% | +24.2% | +4.3% |
| 1Y | +56.1% | -20.6% | +76.8% | +53.2% |
| All | +56.1% | -21.6% | +77.7% | +53.2% |
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