+196.6%
B vs XYL
+16.4%
+180.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.5% |
| 3M | +14.3% | -2.5% | +16.9% | +14.3% |
| 6M | -1.9% | -12.2% | +10.3% | +0.6% |
| YTD | +4.1% | -20.1% | +24.2% | +8.3% |
| 1Y | +56.1% | -20.6% | +76.8% | +62.6% |
| All | +196.6% | +16.4% | +180.1% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling