+198.7%
B vs XYL
+18.1%
+180.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.4% | -2.2% |
| 7D | +2.3% | +1.8% | +0.5% | +1.9% |
| 30D | +1.4% | -9.2% | +10.6% | +3.7% |
| 3M | +12.2% | -0.3% | +12.5% | +11.4% |
| 6M | -2.1% | -11.0% | +8.8% | 0.0% |
| YTD | +2.9% | -19.2% | +22.1% | +6.9% |
| 1Y | +55.3% | -21.2% | +76.5% | +62.1% |
| 3Y | +198.7% | +18.6% | +180.1% | +172.8% |
| All | +198.7% | +18.1% | +180.6% | +172.8% |
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 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